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dc.contributor.advisor Dr. Daniel Ventosa-Santaulària
dc.creator Piedras Romero, Ezequiel
dc.date.issued 2018
dc.identifier 161133.pdf
dc.identifier.uri http://hdl.handle.net/11651/2577
dc.description.abstract This 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.format application/PDF
dc.language.iso eng
dc.publisher El Autor
dc.subject.lcsh Foreign exchange rates -- Effect of industrial productivity on -- Mexico -- Econometric models.
dc.subject.lcsh Foreign exchange rates -- Effect of prices on -- Mexico -- Econometric models.
dc.subject.lcsh Foreign exchange rates -- Effect of interest rates on -- Mexico -- Econometric models.
dc.title An ARDL approach to the Balassa-Samuelson effect in emerging markets: the case of Mexico
dc.type Tesis de licenciatura
dc.accessrights Acceso restringido
dc.recordIdentifier 000161133
thesis.degree.grantor Centro de Investigación y Docencia Económicas
thesis.degree.name Licenciatura en Economía


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