TY - JOUR
T1 - Corrientes internacionales de capital e inversión extranjera de cartera
T2 - El caso de México, 1989-1999
AU - Pozos, Jorge Miguel Márquez
AU - Camargo, Alejandro Islas
AU - Venegas-Martínez, Francisco
PY - 2003/10
Y1 - 2003/10
N2 - In this paper, we study the main determinants of foreign investment in Mexico by means of a causality analysis with econometric techniques. We introduce a suitable country risk indicator and test for unit roots in the variables of the model. Moreover, we carry out tests of cointegration in vector autoregressive models with error correction. Finally, we study the variance decomposition and the impulse-response function of the proposed vector autoregressive model.
AB - In this paper, we study the main determinants of foreign investment in Mexico by means of a causality analysis with econometric techniques. We introduce a suitable country risk indicator and test for unit roots in the variables of the model. Moreover, we carry out tests of cointegration in vector autoregressive models with error correction. Finally, we study the variance decomposition and the impulse-response function of the proposed vector autoregressive model.
UR - http://www.scopus.com/inward/record.url?scp=0242370163&partnerID=8YFLogxK
M3 - Artículo
SN - 0041-3011
VL - 70
SP - 791
EP - 833
JO - Trimestre Economico
JF - Trimestre Economico
IS - 4
ER -