Correlación de la producción cíclica manufacturera de México y EUA comprobada con el análisis espectral

Mario Gómez and Ivonne Dalila Gómez ()
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Ivonne Dalila Gómez: Profesora de la Universidad Autónoma de Baja California Sur (UABCS)

Revista Nicolaita de Estudios Económicos, 2006, vol. I, issue 1, 51-75

Abstract: Aiming to determine the degree of correlation between Mexico’s and United States’ manufacture industry before and after NAFTA, and using spectral analysis techniques, this study reveals that the Hodrick-Prescott filter does not produce spurious cycles between these series through the period 1980-2001. The results achieved suggest that the integration of Mexico’s and United States’ production levels is strong and has grew after NAFTA. Higher levels of integration are however explained by the maquila industry of México.

Keywords: Correlation; business cycles; spectral analysis; Hodrick Prescott filter; NAFTA. (search for similar items in EconPapers)
JEL-codes: E20 E32 E37 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ris:rnicee:0040

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