economia mexicana nueva época, vol. XV, num. 1, primer semestre de 2006
29
desde principios de la década de 1980 y que no exista previamente.
También dan una perspectiva nueva al conocido problema empnîco
del impacto del tipo de cambio real sobre la actividad economica de un
pa^s en desarrollo: a pesar del fuerte efecto positivo de una devaluation
sobre la balanza comercial, el conjunto de la econom^a no responde de
la misma manera. La deteccion de este efecto no es nueva en la litera-
tura, pero su presencia en una relation de largo plazo, sf
Referencias bibliograficas
Albuquerque, Pedro H. (2001), “A Simple Nonparametric Long-run
Correlation Estimator with an Application to Latin American Stock
Returns”, mimeo, University of Wisconsin.
Bergoeing, R., P. J. Kehoe, T. J. Kehoe y R. Soto (2001), A Decade Lost
and Found: Mexico and Chile in the 1980s, NBER Working Papers
8520, octubre.
——— (2002), Policy-Driven Productivity in Chile and Mexico in the
1980s and 1990s, NBER Working Papers 8892, abril.
Brockwell, P. J., y Richard A. Davis (1991), Time Series and Methods,
2a. ed., Nueva York, Springer-Verlag.
Buffie, E. (1989), “Mexico 1958-1986: From Stabilizing Development
to Debt Crisis”, en Jeffrey Sachs (ed.), Developing Country and the
World Economy, University of Chicago Press.
Campos, J., y N. R. Ericsson (2000), Constructive Data Mining: Modelling
Consumer’s Expenditure in Venezuela, Board of Governors of the Fed-
eral Reserve System, International Finance Discussion Papers, abril.
De Brouwer, Gordon, y Neil R. Ericsson (1998), “Modelling Inflation
in Australia”, Journal of Business & Economic Statistics, vol. 16,
num. 4, octubre.
Engle, Robert y David F. Hendry (1993), “Testing Super Exogeneity
and Invariance in Regression Models”, Journal of Econometrics,
vol. 56, pp. 119-139.
Ericsson, Neil R., y James G. MacKinnon (1999), Distributions of Error
Correction Tests for Cointegration, International Finance Discussion
Paper 655, Board of Governors of the Federal Reserve System.
Ericsson, Neil R. y John S. Irons (1995), The Lucas Critique in Practice:
Theory without Measurement, International Finance Discussion
Papers 506, Board of Governors of the Federal Reserve System.
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