dc.contributorDr. Daniel Ventosa-Santaulària
dc.creatorPiedras Romero, Ezequiel
dc.date2018-10-18T18:21:09Z
dc.date2018-10-18T18:21:09Z
dc.date2018
dc.date.accessioned2023-07-21T16:42:37Z
dc.date.available2023-07-21T16:42:37Z
dc.identifier161133.pdf
dc.identifierhttp://hdl.handle.net/11651/2577
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/7734837
dc.descriptionThis work analyzed the presence of the Balassa-Samuelson Effect for the case of Mexico. The econometric approach taken was to estimate an Autoregressive Distributed Lag model. It was specified that the nominal exchange rate depended on the differential of productivity, the differential of price levels, and the differential of interest rates between Mexico and the United States. This specification is congruent with the theoretical results obtained by Farhi and Gabaix. It was found that the differential of productivity contributes to the depreciation of the exchange rate in the long run due to the constant loss of productivity of Mexico with respect to the United States.
dc.formatapplication/PDF
dc.formatapplication/pdf
dc.languageeng
dc.publisherEl Autor
dc.subjectForeign exchange rates -- Effect of industrial productivity on -- Mexico -- Econometric models.
dc.subjectForeign exchange rates -- Effect of prices on -- Mexico -- Econometric models.
dc.subjectForeign exchange rates -- Effect of interest rates on -- Mexico -- Econometric models.
dc.titleAn ARDL approach to the Balassa-Samuelson effect in emerging markets: the case of Mexico
dc.typeTesis de licenciatura


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