The yield curve and its relation to economic activity in Mexico during the period 1978-2017
Original title: La curva de rendimiento y su relación con la actividad económica en México durante el periodo 1978-2017
- Martha Beatriz Mota Aragón,
- Universidad Autónoma Metropolitana,
- Instituto Tecnologico de Estudios Superiores de Monterrey
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Output type
Research Output:
Contribution to journal
Article
Peer-reviewOriginal language
SpanishJournal (Volume, Issue Number)
Contaduria y Administracion (Volume 63, Issue 4)Publication milestones
- Published - 2018
Publication status
Published - 2018
ISSN
0186-1042Publication IDs
- Scopus: 85052943573
Abstract
In this paper are analyzed the main components of the interest rate variation of debt instruments, issued by the Mexican Government, in the period 1978-2017. By means of an autoregressive vector, there is a relationship between these components and the variables: GDP gap, inflation rate and economic growth rate. Likewise, there is evidence of causality in the Granger sense, which establishes a bridge between the yield curve and economic activity in Mexico.
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