Clase 2 Economia Mexicana I
Un ejemplo aplicado
Analisis del producto interno bruto en terminos reales (miles de millones de pesos de 2013)
- Reconocer el modelo primario-exportador
- Sustitucion de importaciones
- Neoliberalismo
library(tidyverse)
library(kableExtra)
pib=read.csv("pibreal2008.csv",header=TRUE,sep=',')
names(pib)<-tolower(names(pib))
pib=ts(pib$pibreal,st=1921,freq=1)
tcrecimiento=round(diff(log(pib))*100,1)
periodo=1922:2019Crecimiento economico
| periodo | tcrecimiento |
|---|---|
| 1922 | 2.2 |
| 1923 | 3.4 |
| 1924 | -1.7 |
| 1925 | 6.2 |
| 1926 | 5.5 |
| 1927 | -4.2 |
| 1928 | 0.4 |
| 1929 | -3.6 |
| 1930 | -6.8 |
| 1931 | 3.4 |
| 1932 | -16.1 |
| 1933 | 10.4 |
| 1934 | 6.5 |
| 1935 | 7.3 |
| 1936 | 7.9 |
| 1937 | 3.2 |
| 1938 | 1.4 |
| 1939 | 5.4 |
| 1940 | 1.3 |
| 1941 | 9.2 |
| 1942 | 5.7 |
| 1943 | 3.5 |
| 1944 | 7.7 |
| 1945 | 3.2 |
| 1946 | 6.3 |
| 1947 | 3.5 |
| 1948 | 3.8 |
| 1949 | 5.5 |
| 1950 | 9.3 |
| 1951 | 7.5 |
| 1952 | 3.9 |
| 1953 | 0.3 |
| 1954 | 9.5 |
| 1955 | 8.1 |
| 1956 | 6.6 |
| 1957 | 7.3 |
| 1958 | 5.1 |
| 1959 | 3.0 |
| 1960 | 7.8 |
| 1961 | 4.2 |
| 1962 | 4.4 |
| 1963 | 7.3 |
| 1964 | 10.4 |
| 1965 | 6.0 |
| 1966 | 5.9 |
| 1967 | 5.7 |
| 1968 | 9.0 |
| 1969 | 3.4 |
| 1970 | 6.3 |
| 1971 | 3.7 |
| 1972 | 7.9 |
| 1973 | 7.6 |
| 1974 | 5.6 |
| 1975 | 5.6 |
| 1976 | 4.3 |
| 1977 | 3.3 |
| 1978 | 8.6 |
| 1979 | 9.3 |
| 1980 | 8.8 |
| 1981 | 8.4 |
| 1982 | -0.6 |
| 1983 | -4.3 |
| 1984 | 3.5 |
| 1985 | 2.6 |
| 1986 | -3.8 |
| 1987 | 1.8 |
| 1988 | 1.2 |
| 1989 | 3.3 |
| 1990 | 4.3 |
| 1991 | 3.6 |
| 1992 | 6.4 |
| 1993 | 0.1 |
| 1994 | 4.8 |
| 1995 | -6.5 |
| 1996 | 6.6 |
| 1997 | 6.6 |
| 1998 | 5.0 |
| 1999 | 2.7 |
| 2000 | 4.8 |
| 2001 | -0.4 |
| 2002 | 0.0 |
| 2003 | 1.4 |
| 2004 | 3.8 |
| 2005 | 2.3 |
| 2006 | 4.4 |
| 2007 | 2.3 |
| 2008 | 1.1 |
| 2009 | -5.4 |
| 2010 | 5.0 |
| 2011 | 3.6 |
| 2012 | 3.6 |
| 2013 | 1.3 |
| 2014 | 2.8 |
| 2015 | 3.2 |
| 2016 | 2.9 |
| 2017 | 2.1 |
| 2018 | 2.1 |
| 2019 | -0.9 |
Grafica 1 Tasa de crecimiento de Mexico, 1922-2019
par(mar=c(2,2.5,2,2))
plot(tcrecimiento,ylab='%',xlab='Tiempo',col=rgb(0.5,.7,.63,.9))
(fit=StructTS(tcrecimiento,type="level"))##
## Call:
## StructTS(x = tcrecimiento, type = "level")
##
## Variances:
## level epsilon
## 0.3226 13.9054k.filter=KalmanRun(tcrecimiento,fit$model)
filter=k.filter$states
filter=filter[,1]
filter=ts(filter,st=1922,freq=1)
lines(filter,lty=2,col=rgb(.2,.4, .99))
legend('bottomright',lty=c(1,2),col=c(rgb(0.5,0.7,.63,0.9),rgb(.2, .4, .99)),
legend=c('Tasa de crecimiento','Kalman Filter'),cex=.8)
abline(h=0,lty=2)
abline(v=1982,lty=2)
abline(v=1933,lty=2)
text(1945,10,'Sustitucion de importaciones',cex=.6)
text(1933,-10,"1933", cex=.6)
text(1982,-10,"1981", cex=.6)
text(1995,10,'Neoliberalismo',cex=.6)
Grafica 3. Tasa de crecimiento predicion 5 años
| Point Forecast | Lo 80 | Hi 80 | Lo 95 | Hi 95 | |
|---|---|---|---|---|---|
| 2020 | 2.378156 | -2.779473 | 7.535784 | -5.509756 | 10.26607 |
| 2021 | 2.460200 | -2.737224 | 7.657625 | -5.488575 | 10.40897 |
| 2022 | 2.535735 | -2.695184 | 7.766655 | -5.464265 | 10.53574 |
| 2023 | 2.605278 | -2.653865 | 7.864421 | -5.437887 | 10.64844 |
| 2024 | 2.669303 | -2.613645 | 7.952251 | -5.410269 | 10.74887 |
Grafica 3. Tasa de crecimiento por presidentes
library(ggplot2)
library(plotly)##
## Attaching package: 'plotly'## The following object is masked from 'package:ggplot2':
##
## last_plot## The following object is masked from 'package:stats':
##
## filter## The following object is masked from 'package:graphics':
##
## layoutciclo=tcrecimiento-filter
cuadro1=ifelse(ciclo>0,'Expansion','Recesion')
tiempo=1922:2019
cuadro=data.frame(tiempo,cuadro1,tcrecimiento[-99])
cuadro## tiempo cuadro1 tcrecimiento..99.
## 1 1922 Expansion 2.2
## 2 1923 Expansion 3.4
## 3 1924 Recesion -1.7
## 4 1925 Expansion 6.2
## 5 1926 Expansion 5.5
## 6 1927 Recesion -4.2
## 7 1928 Recesion 0.4
## 8 1929 Recesion -3.6
## 9 1930 Recesion -6.8
## 10 1931 Expansion 3.4
## 11 1932 Recesion -16.1
## 12 1933 Expansion 10.4
## 13 1934 Expansion 6.5
## 14 1935 Expansion 7.3
## 15 1936 Expansion 7.9
## 16 1937 Expansion 3.2
## 17 1938 Recesion 1.4
## 18 1939 Expansion 5.4
## 19 1940 Recesion 1.3
## 20 1941 Expansion 9.2
## 21 1942 Expansion 5.7
## 22 1943 Recesion 3.5
## 23 1944 Expansion 7.7
## 24 1945 Recesion 3.2
## 25 1946 Expansion 6.3
## 26 1947 Recesion 3.5
## 27 1948 Recesion 3.8
## 28 1949 Expansion 5.5
## 29 1950 Expansion 9.3
## 30 1951 Expansion 7.5
## 31 1952 Recesion 3.9
## 32 1953 Recesion 0.3
## 33 1954 Expansion 9.5
## 34 1955 Expansion 8.1
## 35 1956 Expansion 6.6
## 36 1957 Expansion 7.3
## 37 1958 Recesion 5.1
## 38 1959 Recesion 3.0
## 39 1960 Expansion 7.8
## 40 1961 Recesion 4.2
## 41 1962 Recesion 4.4
## 42 1963 Expansion 7.3
## 43 1964 Expansion 10.4
## 44 1965 Recesion 6.0
## 45 1966 Recesion 5.9
## 46 1967 Recesion 5.7
## 47 1968 Expansion 9.0
## 48 1969 Recesion 3.4
## 49 1970 Expansion 6.3
## 50 1971 Recesion 3.7
## 51 1972 Expansion 7.9
## 52 1973 Expansion 7.6
## 53 1974 Recesion 5.6
## 54 1975 Recesion 5.6
## 55 1976 Recesion 4.3
## 56 1977 Recesion 3.3
## 57 1978 Expansion 8.6
## 58 1979 Expansion 9.3
## 59 1980 Expansion 8.8
## 60 1981 Expansion 8.4
## 61 1982 Recesion -0.6
## 62 1983 Recesion -4.3
## 63 1984 Recesion 3.5
## 64 1985 Recesion 2.6
## 65 1986 Recesion -3.8
## 66 1987 Recesion 1.8
## 67 1988 Recesion 1.2
## 68 1989 Expansion 3.3
## 69 1990 Expansion 4.3
## 70 1991 Expansion 3.6
## 71 1992 Expansion 6.4
## 72 1993 Recesion 0.1
## 73 1994 Expansion 4.8
## 74 1995 Recesion -6.5
## 75 1996 Expansion 6.6
## 76 1997 Expansion 6.6
## 77 1998 Expansion 5.0
## 78 1999 Recesion 2.7
## 79 2000 Expansion 4.8
## 80 2001 Recesion -0.4
## 81 2002 Recesion 0.0
## 82 2003 Recesion 1.4
## 83 2004 Expansion 3.8
## 84 2005 Recesion 2.3
## 85 2006 Expansion 4.4
## 86 2007 Recesion 2.3
## 87 2008 Recesion 1.1
## 88 2009 Recesion -5.4
## 89 2010 Expansion 5.0
## 90 2011 Expansion 3.6
## 91 2012 Expansion 3.6
## 92 2013 Recesion 1.3
## 93 2014 Expansion 2.8
## 94 2015 Expansion 3.2
## 95 2016 Expansion 2.9
## 96 2017 Recesion 2.1
## 97 2018 Recesion 2.1
## 98 2019 Recesion -0.9start=c(1920,1924,1928,1934,1940,1946,1952,1958,1964,1970,1976,
1982,1988,1994,2000,2006,2012,2018)
end=c(1924,1928,1934,1940,1946,1952,1958,1964,1970,1976,
1982,1988,1994,2000,2006,2012,2018,2019)
presidentes=c('AO', 'PEC','Varios', 'LC','MAC','MAV','ARC','ALM','GDO',
'LEA','JLP','MDH','CSG','EZPL','FOX','FCH','EPN','AMLO')
modelo=c('Primario-exportador','Primario-exportador','Primario-exportador',
'Sustitución de importaciones','Sustitución de importaciones',
'Sustitución de importaciones','Sustitución de importaciones',
'Sustitución de importaciones','Sustitución de importaciones',
'Sustitución de importaciones','Sustitución de importaciones',
'Neoliberalismo','Neoliberalismo','Neoliberalismo','Neoliberalismo',
'Neoliberalismo','Neoliberalismo','Neoliberalismo')
nuevo=data.frame(start,end,presidentes,modelo)
datos1=data.frame(tiempo,tcrecimiento)
yrng=range(datos1$tcrecimiento)
xrng=range(datos1$tiempo)
p=datos1%>%
ggplot(aes(tiempo,tcrecimiento))+geom_line()+theme_bw()
p=p+geom_vline(aes(xintercept=start),data=nuevo)
p=p+geom_hline(yintercept=0)
p=p+geom_rect(aes(NULL, NULL, xmin=start,xmax=end,
fill=modelo),ymin=yrng[1],ymax=yrng[2],
data=nuevo)+scale_fill_manual(values=
alpha(c('#1a97ad','#436899','#131c80'),0.2))
p=p+geom_text(aes(x=start,y=yrng[2],
label=presidentes),
data=nuevo,size=2,hjust=0,vjust=0)
ggplotly(p)Grafica 4 Años maximos de crecimiento economico por periodo
colnames(cuadro)=c("tiempo","ciclo","crecimiento")
with(cuadro,plot(tiempo,crecimiento,type='n'))
with(subset(cuadro,ciclo=='Recesion'),points(tiempo,crecimiento,col='#193B53',pch=16))
with(subset(cuadro,ciclo=='Expansion'),points(tiempo,crecimiento,col='#0A7DCB',pch=20))
abline(h=c(-5,0,5),lty=2)
legend('bottomright',pch=c(16,20),col=c('#193B53','#0A7DCB'),legend=c('Recesion','Expansion'))
with(cuadro,identify(tiempo,crecimiento,labels=tiempo,n=15,cex=.5))## integer(0)lines(filter,lty=2)
abline(v=c(1933,1982),lty=2)
Grafica 5 Masa salarial en Mexico