Núm. 41 (2014)
Artículos

La desvinculación del sector financiero con la economía real en el caso mexicano: una prueba de cointegración

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  • Óscar Javier de la Garza Garza,
  • Raúl Ángel Martínez Ibarra
Óscar Javier de la Garza Garza
Universidad Virtual del Instituto Tecnológico y de Estudios Superiores de Monterrrey
Biografía
Raúl Ángel Martínez Ibarra
Universidad Virtual del Instituto Tecnológico y de Estudios Superiores de Monterrrey
Biografía
DOI: https://doi.org/10.24275/ETYPUAM/NE/412014/delaGarza
Publicado diciembre 16, 2014
Palabras clave
  • sector financiero,
  • economía real,
  • series temporales,
  • cointegración,
  • desvinculación
Aviso de derechos de autor/a

Resumen

El objetivo principal de este artículo es analizar si en México el sector financiero está vinculado con la parte real de la economía. Para llevar a cabo este analisis, se hace uso de las técnicas de cointegración, que precisamente permiten probar la existencia de relaciones de largo plazo entre variables. La evidencia indica que hasta antes de la crisis bursátil mundial de octubre de 2008, la economía real estaba vinculada con el sector financiero, específicamente con el sector bursátil. Posteriormente a la crisis, se encuentra evidencia de que la economía real y los préstamos de la banca comercial mantienen una relación de largo plazo.
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Citas

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