FUNCIONES MACROECONOMICAS CON DATOS DE LA FED DE EUA

UNIVERSIDAD DEL MAGDALENA

FACULTAD DE CIENCIAS EMPRESARIALES Y ECONÓMICAS

PROGRAMA DE ADMINISTRACIÓN DE EMPRESAS

ASIGNATURA: MACROECONOMÍA

DOCENTE: RAFAEL GARCÍA SANANDRES

ESTUDIANTES:    YURANIS LUNA ROJAS        2010222082

                                 ALFREDO MARTINEZ P         2010222088

 

1)FUNCIÓN DE IMPORTACIONES

Fecha 1970-01-01   a 1990-01-01

Title: Real Gross Domestic Product, 3 Decimal Series ID: GDPC96 Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Annual Aggregation Method: Average Units: Billions of Chained 2009 Dollars Date Range: 1970-01-01 to 1990-01-01 Last Updated: 2013-08-29 8:36 AM CDT Notes: A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Title: Real Imports of Goods & Services, 3 Decimal Series ID: IMPGSC96 Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Annual Aggregation Method: Average Units: Billions of Chained 2009 Dollars Date Range: 1970-01-01 to 1990-01-01 Last Updated: 2013-08-29 8:16 AM CDT Notes: A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

DATE	Y (PIB)	M (IMPORTACIÓN)
1970-01-01	4717,667	254,119
1971-01-01	4873,010	267,682
1972-01-01	5128,774	297,805
1973-01-01	5418,206	311,625
1974-01-01	5390,187	304,565
1975-01-01	5379,527	270,715
1976-01-01	5669,276	323,649
1977-01-01	5930,551	359,031
1978-01-01	6260,390	390,137
1979-01-01	6459,211	396,616
1980-01-01	6443,412	370,280
1981-01-01	6610,640	380,010
1982-01-01	6484,313	375,233
1983-01-01	6784,705	422,571
1984-01-01	7277,230	525,435
1985-01-01	7585,699	559,534
1986-01-01	7852,072	607,349
1987-01-01	8123,938	643,286
1988-01-01	8465,447	668,566
1989-01-01	8776,978	698,008
1990-01-01	8945,439	722,985

ANÁLISIS

La función de  importaciones en Estados Unidos en el periodo 1970 - 01- 01 a 1990 -01-01, nos muestra que  por cada incremento  de 100 dólares en el PIB  se importaron bienes por 11,68 dólares (0,1168X100) . El coeficiente de determinación de 0,96 , nos dice que el ingreso explica en un 96% las importaciones.

2)FUNCIÓN  INVERSIÓN

Title:	Real Gross Domestic Product, 3Decimal
Series ID:	GDPC96
Source:	U.S. Department of Commerce: Bureau of Economic Analysis
Release:	Gross Domestic Product
Seasonal Adjustment:	Seasonally Adjusted Annual Rate
Frequency:	Annual
Aggregation Method:	Average
Units:	Billions of Chained 2009 Dollars
Date Range:	1970-01-01 to 1990-01-01
Last Updated:	2013-08-29 8:36 AM CDT
Notes:	A Guide to the National Income and Product Accounts of the United
	States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Title:	Real Gross Private Domestic Investment
Series ID:	GPDIC96
Source:	U.S. Department of Commerce: Bureau of Economic Analysis
Release:	Gross Domestic Product
Seasonal Adjustment:	Seasonally Adjusted Annual Rate
Frequency:	Annual
Aggregation Method:	Average
Units:	Billions of Chained 2009 Dollars
Date Range:	1970-01-01 to 1990-01-01
Last Updated:	2013-08-29 8:16 AM CDT
Notes:	A Guide to the National Income and Product Accounts of the United
	States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

DATE	Y (PIB)	I (INVERSIÓN)
1970-01-01	4717,667	585,202
1971-01-01	4873,010	645,509
1972-01-01	5128,774	718,221
1973-01-01	5418,206	796,809
1974-01-01	5390,187	744,038
1975-01-01	5379,527	623,509
1976-01-01	5669,276	742,501
1977-01-01	5930,551	848,436
1978-01-01	6260,390	946,581
1979-01-01	6459,211	979,759
1980-01-01	6443,412	881,172
1981-01-01	6610,640	958,731
1982-01-01	6484,313	833,687
1983-01-01	6784,705	911,494
1984-01-01	7277,230	1160,253
1985-01-01	7585,699	1159,513
1986-01-01	7852,072	1161,347
1987-01-01	8123,938	1194,352
1988-01-01	8465,447	1223,839
1989-01-01	8776,978	1273,397
1990-01-01	8945,439	1240,585

 

ANÁLISIS

La función de  inversión en Estados Unidos en el periodo 1970 - 01- 01 a 1990 -01-01, no muestra que  por cada incremento  de 100 dólares en el PIB  las empresas invirtieron  16,49 dólares (0,1649X100) . El coeficiente de determinación de 0,93, nos dice que el ingreso  explica en un 93% las inversiones

3)LA FUNCIÓN CONSUMO

Title:	Real Gross Domestic Product, 3 Decimal
Series ID:	GDPC96
Source:	U.S. Department of Commerce: Bureau of Economic Analysis
Release:	Gross Domestic Product
Seasonal Adjustment:	Seasonally Adjusted Annual Rate
Frequency:	Annual
Aggregation Method:	Average
Units:	Billions of Chained 2009 Dollars
Date Range:	1970-01-01 to 1990-01-01
Last Updated:	2013-08-29 8:36 AM CDT
Notes:	A Guide to the National Income and Product Accounts of the United
	States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)
Title:	Real Personal Consumption Expenditures
Series ID:	PCECC96
Source:	U.S. Department of Commerce: Bureau of Economic Analysis
Release:	Gross Domestic Product
Seasonal Adjustment:	Seasonally Adjusted Annual Rate
Frequency:	Annual
Aggregation Method:	Average
Units:	Billions of Chained 2009 Dollars
Date Range:	1970-01-01 to 1990-01-01
Last Updated:	2013-08-29 8:16 AM CDT
Notes:	BEA Account Code: DPCERX1
	A Guide to the National Income and Product Accounts of the United
	States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

DATE	Y (PIB)	C (CONSUMO)
1970-01-01	4717,667	2903,1
1971-01-01	4873,010	3013,9
1972-01-01	5128,774	3198,7
1973-01-01	5418,206	3357,3
1974-01-01	5390,187	3329,6
1975-01-01	5379,527	3405,2
1976-01-01	5669,276	3595,1
1977-01-01	5930,551	3746,6
1978-01-01	6260,390	3911,3
1979-01-01	6459,211	4004,2
1980-01-01	6443,412	3991,6
1981-01-01	6610,640	4050,8
1982-01-01	6484,313	4108,5
1983-01-01	6784,705	4342,7
1984-01-01	7277,230	4571,7
1985-01-01	7585,699	4812,0
1986-01-01	7852,072	5014,1
1987-01-01	8123,938	5183,7
1988-01-01	8465,447	5400,5
1989-01-01	8776,978	5558,2
1990-01-01	8945,439	5672,8

 

ANÁLISIS

La función  consumo en Estados Unidos en el periodo 1970 - 01- 01 a 1990 -01-01, no muestra que  por cada incremento  de 100 dólares en el ingreso  las familias consumieron 65,66 dólares (0,6566X100) . El coeficiente de determinación de  0,99 nos dice que el ingreso  explica en un 99%  el consumo.

4)LA INVERSIÓN EN FUNCIÓN DE LA TASA DE INTERÉS

 Fecha  1990-01-01   a 2010-01-01

Title:	3-Year Treasury Constant Maturity Rate
Series ID:	GS3
Source:	Board of Governors of the Federal Reserve System
Release:	H.15 Selected Interest Rates
Seasonal Adjustment:	Not Seasonally Adjusted
Frequency:	Annual
Aggregation Method:	Average
Units:	Percent
Date Range:	1990-01-01 to 2010-01-01
Last Updated:	2013-09-03 3:56 PM CDT
Notes:	Averages of business days. For further information regarding treasury
	constant maturity data, please refer to
	http://www.federalreserve.gov/releases/h15/current/h15.pdf and
	http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

Title:	Real Gross Private Domestic Investment
Series ID:	GPDIC96
Source:	U.S. Department of Commerce: Bureau of Economic Analysis
Release:	Gross Domestic Product
Seasonal Adjustment:	Seasonally Adjusted Annual Rate
Frequency:	Annual
Aggregation Method:	Average
Units:	Billions of Chained 2009 Dollars
Date Range:	1970-01-01 to 1990-01-01
Last Updated:	2013-08-29 8:16 AM CDT
Notes:	A Guide to the National Income and Product Accounts of the United
	States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

DATE	TASA DE INTERES (i)	INVERSIÓN (I)
1990-01-01	8,25	1240,585
1991-01-01	6,81	1158,787
1992-01-01	5,31	1243,659
1993-01-01	4,44	1343,103
1994-01-01	6,26	1502,263
1995-01-01	6,26	1550,819
1996-01-01	5,99	1686,685
1997-01-01	6,10	1878,974
1998-01-01	5,14	2058,332
1999-01-01	5,49	2231,373
2000-01-01	6,22	2375,521
2001-01-01	4,08	2231,448
2002-01-01	3,10	2218,239
2003-01-01	2,11	2308,697
2004-01-01	2,78	2511,347
2005-01-01	3,93	2672,592
2006-01-01	4,77	2730,043
2007-01-01	4,34	2644,139
2008-01-01	2,24	2395,978
2009-01-01	1,43	1878,115
2010-01-01	1,11	2120,413

 

ANÁLISIS

La función  de inversión en Estados Unidos en el periodo 1990 - 01- 01 a 2010 -01-01, no muestra que  por cada incremento  de un punto en la tasa de interés  las empresas redujeron la inversión en 138billones de dolares . El coeficiente de determinación de 0,27 nos dice que la tasa de interés explica  la inversión en apenas un 27% .

5)LA DEMANDA DE DINERO EN FUNCIÓN DE LA TASA DE INTERÉS 

 Fecha  1990-01-01   a 2010-01-01

Title:	3-Year Treasury Constant Maturity Rate
Series ID:	GS3
Source:	Board of Governors of the Federal Reserve System
Release:	H.15 Selected Interest Rates
Seasonal Adjustment:	Not Seasonally Adjusted
Frequency:	Annual
Aggregation Method:	Average
Units:	Percent
Date Range:	1990-01-01 to 2010-01-01
Last Updated:	2013-09-03 3:56 PM CDT
Notes:	Averages of business days. For further information regarding treasury
	constant maturity data, please refer to
	http://www.federalreserve.gov/releases/h15/current/h15.pdf and
	http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

Title:	M2 Money Stock
Series ID:	M2
Source:	Board of Governors of the Federal Reserve System
Release:	H.6 Money Stock Measures
Seasonal Adjustment:	Seasonally Adjusted
Frequency:	Annual
Aggregation Method:	Average
Units:	Billions of Dollars
Date Range:	1990-01-01 to 2010-01-01
Last Updated:	2013-09-13 7:31 AM CDT
Notes:	M2 includes a broader set of financial assets held principally by
	households. M2 consists of M1 plus: (1) savings deposits (which
	include money market deposit accounts, or MMDAs); (2)
	small-denomination time deposits (time deposits in amounts of less
	than $100,000); and (3) balances in retail money market mutual funds
	(MMMFs). Seasonally adjusted M2 is computed by summing savings
	deposits, small-denomination time deposits, and retail MMMFs, each
	seasonally adjusted separately, and adding this result to seasonally
	adjusted M1.

DATE	TASA DE INTERES(i)	DEMANDA DE DINERO (L)
1990-01-01	8,25	3222,9
1991-01-01	6,81	3342,2
1992-01-01	5,31	3403,1
1993-01-01	4,44	3437,5
1994-01-01	6,26	3482,1
1995-01-01	6,26	3550,9
1996-01-01	5,99	3722,0
1997-01-01	6,10	3909,6
1998-01-01	5,14	4187,7
1999-01-01	5,49	4495,0
2000-01-01	6,22	4764,9
2001-01-01	4,08	5175,6
2002-01-01	3,10	5562,0
2003-01-01	2,11	5949,5
2004-01-01	2,78	6234,3
2005-01-01	3,93	6502,2
2006-01-01	4,77	6841,1
2007-01-01	4,34	7266,2
2008-01-01	2,24	7762,6
2009-01-01	1,43	8385,0
2010-01-01	1,11	8590,4

ANÁLISIS

La función  de demanda de dinero  en Estados Unidos en el periodo 1990 - 01- 01 a 2010 -01-01, no muestra que  por cada incremento  de un punto en la tasa de interés se redujo la demanda de dinero en 788 billones de dólares. El coeficiente de determinación de 0,70 nos dice que la tasa de interés explica  la demanda de dinero en un 70% .

BIBLIOGRAFIAS

DATOS OBTENIDOS EN :

1. Para hallar el PIB (Y):

http://research.stlouisfed.org/fred2/series/GDPC96/downloaddata?cid=106

2. Los datos del consumo de las familias (C):

http://research.stlouisfed.org/fred2/series/PCECC96/downloaddata?cid=110

3. La inversión (I):

http://research.stlouisfed.org/fred2/series/GPDIC96/downloaddata?cid=112

4. Importaciones (M):

http://research.stlouisfed.org/fred2/series/IMPGSC96/downloaddata?cid=33019

5. Tasa de interés (i):

http://research.stlouisfed.org/fred2/series/GS3/downloaddata?cid=115

6. Medios de pagos (M2):

http://research.stlouisfed.org/fred2/series/M2/downloaddata?cid=29

NOTA
Los datos de la FED descarga una página en Excel, copiando y pegando se coloca primero la variable independiente y al lado  la variable dependiente.Luego se sombrean los datos, se hace clic en insertar, nuevamente, clic en dispersión,luego se hace clic en la primera gráfica. En la gráfica obtenida se coloca el puntero, en un punto del diagrama de dispersión y se dá clic con el botón derecho del mouse. Aparece un cuadro y se chulea en:  presentar ecuación en el gráfico y en presentar el valor R cuadrado.
Para la ecuación de la demanda de dinero, como no es posible obtener empíricamente los datos de demanda de dinero( L) , pero sabemos que en equilibrio la oferta de dinero M2 es igual a la demanda de dinero( L ), entonces, los datos de M2 se utilizan para  la demanda de dinero(L).