An Empirical Analysis of the Economic Integration Between Mexico and the United States and Its Connection with Real Exchange Rate Fluctuations (1980–2000)

REFERENCES

• Albuquerque , P. H. 2001 . A Simple Nonparametric Long-run Correlation Estimator with an Application to Latin American Stock Returns , Madison , WI : Mimeo, University of Wisconsin .
   Google Scholar
• Banerjee , A. , Dolado , J. J. , Galbraith , J. W. and Hendry , D. F. 1993 . Co-integration, Error Correction, and the Econometric Analysis of Non-stationary Data , Oxford : Oxford University Press .
   Google Scholar
• Bergoeing , R. , Kehoe , P. J. , Kehoe , T. J. and Soto , R. 2002a . A Decade Lost and Found: Mexico and Chile in the 1980s . Review of Economic Dynamics , 5 : 166 – 205 .
   Web of Science ®Google Scholar
• Bergoeing , R. , Kehoe , P. J. , Kehoe , T. J. and Soto , R. 2002b . “ Policy-Driven Productivity in Chile and Mexico in the 1980s and 1990s ” . In NBER Working Papers Series , WP 8892. Cambridge , MA : NBeR .
   Google Scholar
• Brockwell , P. J. and Davis , R. A. 1991 . Time Series and Methods , 2nd , New York : Springer-Verlag .
   Google Scholar
• Buffie , E. 1989 . “ Mexico 1958–1986: From Stabilizing Development to Debt Crisis ” . In Developing Country Debt and the World Economy , Edited by: Sachs , J. Chicago : University of Chicago Press .
   Google Scholar
• de Brouwer , G. and Ericsson , N. R. 1998 . Modelling Inflation in Australia . Journal of Business & Economic Statistics. , 16 ( 4 ) : 433 – 449 .
   Web of Science ®Google Scholar
• Engle , R. and Hendry , D. F. 1993 . Testing Super Exogeneity and Invariance in Regression Models . Journal of Econometrics , 56 : 119 – 139 .
   Web of Science ®Google Scholar
• Ericsson , N. R. and MacKinnon , J. G. 1999 . “ Distributions of Error Correction Tests for Cointegration ” . In International Finance Discussion Paper , No. 655. Washington , DC : Board of Governors of the Federal Reserve System .
   Google Scholar
• Ericsson , N. R. , Irons , J. S. and Tryon , R. W. 2001 . Output and Inflation in the Long Run . Journal of Applied Econometrics , 16 : 241 – 253 .
   Web of Science ®Google Scholar
• Garces-Diaz , D. Cuándo es la Inflación un Fenómeno Monetario? . La Experiencia de México de 1945 a 2000. Working Paper, Banco de México . Mexico City .
   Google Scholar
• Garces-Diaz , D. 2006 . “ Was NAFTA Behind the Mexican Export Boom (1994–2000)? ” . In International Trade Issues , Edited by: Weeks , R. E. Hauppauge , NY : Nova Science Publishers Inc. .
   Google Scholar
• Granger , C.W.J. and Teräsvirta , T. 1993 . Modelling Nonlinear Economic Relationships , Oxford : Oxford University Press .
   Google Scholar
• Hendry , D. F. and Ericsson , N. R. 1991 . Modeling the Demand for Narrow Money in the United Kingdom and the United States . European Economic Review , 35 : 833 – 886 .
   Web of Science ®Google Scholar
• Hodrick , R.J. and Prescott , E.C. 1997 . Postwar U.S. Business Cycles: An Empirical Investigation . Journal of Money, Credit, and Banking , 29 : 1 – 16 .
   Web of Science ®Google Scholar
• Johansen , S. and Juselius , K. 1992 . Maximum Likelihood Estimation and Inference on Cointegration—With Applications to the Demand for Money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
   Web of Science ®Google Scholar
• Kamin , S. B. and Rogers , J. H. 2000 . Output and the Real Exchange in Developing Countries: An Application to Mexico . Journal of Development Economics , 61 : 85 – 109 .
   Web of Science ®Google Scholar
• Lustig , N. 1998 . Mexico: The Remaking of an Economy , 2nd , Washington D. C : Brookings Institution .
   Google Scholar
• Maddala , G. S. and Kim , I. M. 1998 . Unit Roots, Cointegration and Structural Change , Cambridge : Cambridge University Press .
   Google Scholar
• Pesaran , M. H. , Shin , Y. and Smith , R. J. 2001 . Bounds Testing to the Analysis of Level Relationships . Journal of Applied Econometrics , 16 : 289 – 326 .
   Web of Science ®Google Scholar
• Phillips , P.C.B. and Hansen , B. E. 1990 . Statistical Inference in Instrumental Variables Regression with I(1) Processes . Review of Economic Studies , 57 : 99 – 125 .
   Web of Science ®Google Scholar