<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>2448-718X</journal-id>
<journal-title><![CDATA[El trimestre económico]]></journal-title>
<abbrev-journal-title><![CDATA[El trimestre econ]]></abbrev-journal-title>
<issn>2448-718X</issn>
<publisher>
<publisher-name><![CDATA[Fondo de Cultura Económica]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S2448-718X2009000300619</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Método de la cadena de Markov-remuestreo-punto de rompimiento estructural del crecimiento económico]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Hernández-del-Valle]]></surname>
<given-names><![CDATA[Adrián]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Carlos III de Madrid  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Spain</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>09</month>
<year>2009</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>09</month>
<year>2009</year>
</pub-date>
<volume>76</volume>
<numero>303</numero>
<fpage>619</fpage>
<lpage>643</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S2448-718X2009000300619&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S2448-718X2009000300619&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S2448-718X2009000300619&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen: Proponemos un método para la estimación de probabilidades &#8220;estructurales&#8221; de crecimiento y contracción económica, y lo aplicamos a México y los Estados Unidos. El método emplea cadenas de Markov con base en simulación y análisis de rompimientos estructurales. Según nuestro análisis, la probabilidad estructural de contracción real de la economía estadunidense en 2008 es de sólo 3%, aun enmedio de toda la crisis hipotecaria. Por su parte, México se encuentra en una trampa de ingreso medio.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract: We propose a structural breakpoint resampling method that allows us to draw reliable conclusions from Markov chain analysis of GDP growth series; and apply it to Mexico and the U.S. According to our findings, the &#8220;structural&#8221; probatility of a real GDP contraction in the U.S. in 2008 is only 3%, in spite of the Sub-prime mortgage crisis; and Mexico is in a middle-income trap.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[simulación]]></kwd>
<kwd lng="es"><![CDATA[remuestreo]]></kwd>
<kwd lng="es"><![CDATA[crecimiento económico y contracción]]></kwd>
<kwd lng="es"><![CDATA[cadenas de Markov]]></kwd>
<kwd lng="es"><![CDATA[probabilidades estacionarias]]></kwd>
<kwd lng="es"><![CDATA[probabilidades estructurales]]></kwd>
</kwd-group>
</article-meta>
</front><back>
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