Crecimiento económico e inversión extranjera directa y su incidencia en la desigualdad a nivel mundial: un enfoque de cointegración y causalidad en datos de panel

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Andrea Salinas
Bryan Tillaguango

Resumen

El objetivo de esta investigación, es analizar el nexo entre el Índice de Gini, el crecimiento económico y la inversión extranjera directa (IED) en 100 países a nivel mundial, periodo 1980-2015. Se implementó técnicas de cointegración de datos de panel, como son los modelos de cointegración de Pedoni (1999) que evalúa el largo plazo, mientas que, para el corto plazo se implementó la prueba de cointegración de Westerlund (2007). Asimismo, para obtener la fuerza del vector de cointegración se utilizó modelos de Mínimos Cuadrados Ordinarios Dinámicos (DOLS) y Mínimos Cuadrados Ordinarios Dinámicos (PDOLS). En el caso de la causalidad se implementó la prueba propuesta por Dumitrescu /& Hurlin (2012). Los resultados de las pruebas de cointegración nos muestran que el Índice de Gini, el crecimiento económico y la IED tienen un movimiento conjunto a corto y largo plazo. Los modelos PDOLS y DOLS muestran que el vector de cointegración entre el Índice de Gini y el crecimiento económico es más contundente en los PIMB y PIMA. Por otra parte, los resultados de la causalidad de Dumitrescu & Hurlin (2012) confirman la existencia de causalidad bidireccional entre la desigualad y el producto interno bruto en los países de ingresos medios bajos (PIMB).

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Salinas, A., & Tillaguango, B. . (2022). Crecimiento económico e inversión extranjera directa y su incidencia en la desigualdad a nivel mundial: un enfoque de cointegración y causalidad en datos de panel. Revista Económica, 10(1), 87–99. https://doi.org/10.54753/rve.v10i1.1295
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