Macro Uzbekistán
Macro Uzbekistán
Macro Uzbekistán
Elasticidad
∆%Y/∆%X variables discretas y= >1 x afecta consider
x= <1 x afecta margin
ε= 0 es perfectamente inelas
[∂Y/∂X][X/Y] variables continuas
C+I+G= mercado interno
EXP+IMP= mercado externo
eo-report?c=456,&s=NGDP_R,NGDP,&sy=2000&ey=2022&ssm=0&scsm=1&scc=0&ssd=1&ssc=0&sic=0&sort=country&ds
=SA&view=chart
eo-report?c=456,&s=GGX_NGDP,&sy=2000&ey=2022&ssm=0&scsm=1&scc=0&ssd=1&ssc=0&sic=0&sort=country&ds=.&
=SA&view=chart
=SA&view=chart
IMP
0.737
1.138
1.121
1.353
2.576
2.220
2.322
3.301
3.472
2.755
1.772
1.955
1.773
1.732
1.396
1.226
1.000
1.188
2.609
2.645
0.752
2.974
2.512
1&ssc=0&sic=0&sort=country&ds=.&br=1
sc=0&sic=0&sort=country&ds=.&br=1
Billones
Función Lineal
X Y Crecimiento
Numero de
observacio
nes(N) Años C PIB ∆%PIB ∆%C
1 2000 2.144 3.800
2 2001 2.429 4.200 10.526% 13.264%
3 2002 2.317 4.000 -4.762% -4.618%
4 2003 2.343 4.200 5.000% 1.139%
5 2004 3.871 7.400 76.190% 65.236%
6 2005 3.501 7.000 -5.405% -9.580%
7 2006 3.715 7.500 7.143% 6.133%
8 2007 4.869 9.500 26.667% 31.069%
9 2008 4.450 9.000 -5.263% -8.611%
10 2009 4.368 8.100 -10.000% -1.841%
11 2010 4.364 7.094 -12.420% -0.091%
12 2011 4.608 7.525 6.076% 5.585%
13 2012 4.433 7.102 -5.621% -3.808%
14 2013 4.678 7.297 2.746% 5.543%
15 2014 4.352 6.874 -5.797% -6.964%
16 2015 4.685 7.219 5.019% 7.648%
17 2016 3.932 5.932 -17.828% -16.069%
18 2017 2.820 4.395 -25.910% -28.286%
19 2018 3.641 5.880 33.788% 29.121%
20 2019 3.562 5.982 1.735% -2.185%
21 2020 1.175 1.996 -66.633% -67.004%
22 2021 4.426 7.403 270.892% 276.612%
23 2022 3.510 5.669 -23.423% -20.697%
o r
P
1.696 0.098
0.144 0.547
0.868 0.679
138.227 21.000
63.713 9.680
Función Doble-Log Función SEM(Y) Función SEM(X)
LN(X) LN(Y) X LN(Y) LN(X) Y
1 3
Tc(α,GL)= 2.080
α= 5%
GL=N-No.VAR= 21.000 zonas:
Tp1= b/σb = 10.501 3
como: Tp1 cae en zona 3 se rechaza Ho.
conclusión: El modelo semi logarítmico en x es
estadisiticamente significativo.
Y=±a±bLN(X)
Donde:
a= 0.270
b= 4.833
x= C
y= PIB
Sustituyendo lo anterior en la función Y:
PIB=0.270+4.883LN*C
ε=
[∂Y/∂X][X/Y] variables continuas
[∂Y/∂X][X/Y]
[∂Y/∂X]= 1316.47/X
X=C= 3.661
[∂Y/∂X]= 1.320
Y=PIB 6.307
[X/Y]= 0.580
ε= 0.766 0.766 El consumo Afecta el PIB un poco.
∆%PIB 9.460%
Función del Consumo
C=[YD,i,(Px/PM),INPC]
Donde:
C= Consumo
YD=Ingreso Disponible YD=A+CF;CF=C+G
i= Tasa de Interés (A/P)
(Px/PM)= Índice de Términos de Intercambio.
INPC= Índice Nacional de Precios al Consumidor
A=Ahorro
G= Gasto Gubertamental
CF= Consumo Final
Ahorro Nacional Bruto (A)
Miles de millones(MN) %PIB
Años PIB A1
2000 3.800 0.000
2001 4.200 0.000
2002 4.000 0.000
2003 4.200 0.000
2004 7.400 0.000
2005 7.000 2.425 34.636
2006 7.500 2.807 37.431
2007 9.500 3.783 39.820
2008 9.000 4.369 48.547
2009 8.100 2.901 35.812
2010 7.094 2.250 31.714
2011 7.525 2.532 33.651
2012 7.102 2.321 32.678
2013 7.297 2.152 29.488
2014 6.874 2.083 30.301
2015 7.219 1.862 25.794
2016 5.932 1.446 24.379
2017 4.395 1.413 32.155
2018 5.880 2.084 35.447
2019 5.982 2.068 34.576
2020 1.996 0.666 33.389
2021 7.403 2.451 33.107
2022 5.669 2.126 37.499
Miles de millones(MN)
Años A C G CF YD
2000 0.000 2.144 1.248 3.393 3.393
2001 0.000 2.429 1.286 3.715 3.715
2002 0.000 2.317 1.385 3.702 3.702
2003 0.000 2.343 1.325 3.668 3.668
2004 0.000 3.871 2.176 6.047 6.047
2005 2.425 3.501 1.965 5.465 7.890
2006 2.807 3.715 1.854 5.569 8.376
2007 3.783 4.869 2.359 7.229 11.012
2008 4.369 4.450 2.384 6.834 11.203
2009 2.901 4.368 2.226 6.594 9.495
2010 2.250 4.364 1.873 6.237 8.487
2011 2.532 4.608 1.780 6.388 8.920
2012 2.321 4.433 1.699 6.132 8.453
2013 2.152 4.678 1.841 6.519 8.671
2014 2.083 4.352 1.709 6.062 8.145
2015 1.862 4.685 1.773 6.459 8.321
2016 1.446 3.932 1.382 5.315 6.761
2017 1.413 2.820 0.982 3.802 5.216
2018 2.084 3.641 1.460 5.101 7.185
2019 2.068 3.562 1.622 5.184 7.252
2020 0.666 1.175 0.573 1.748 2.415
2021 2.451 4.426 2.257 6.683 9.134
2022 2.126 3.510 1.892 5.402 7.528
(Y) (X) %
Años Activa Pasiva1 SAMA r2 Periodos iP π
2000 7.000 r (X,Y)=
2
2013-2022 7.000% -1.125%
2001 2.750 0.786 2.750% -1.121%
2002 2.500 2.500% 0.247%
2003 1.750 1.750% 0.612%
2004 2.500 2.500% 0.516%
2005 4.750 4.750% 0.479%
2006 5.200 5.200% 2.209%
2007 5.500 5.500% 4.168%
2008 2.500 2.500% 9.870%
2009 2.000 2.237 2.000% 5.057%
2010 1.563 0.138 1.563% 5.339%
2011 1.548 0.117 1.548% 5.826%
2012 1.548 0.117 1.548% 2.866%
2013 2.000 0.128 2.000% 3.533%
2014 2.000 0.109 2.000% 2.236%
2015 2.000 0.254 2.000% 1.206%
2016 2.000 0.396 2.000% 2.069%
2017 2.000 0.254 2.000% -0.838%
2018 3.000 2.013 3.000% 2.458%
2019 2.250 1.763 2.250% -2.093%
2020 1.000 0.512 1.000% 3.445%
2021 1.000 0.507 1.000% 3.063%
2022 5.000 4.395 5.000% 2.474%
1) FUENTE:
ENLACE:
Real( r )
8.217
3.915
2.247
1.131
1.974
4.250
2.926
1.279
-6.708
-2.910
-3.585
-4.043
-1.282
-1.480
-0.231
0.784
-0.067
2.862
0.529
4.436
-2.364
-2.002
2.465
ÍNDICE NACIONAL DE PRECIOS AL CONSUMIDOR (INPC)
[2010]
Tasa de
Años INPC1 π(%)
Precios (π)
1999 77.563
2000 76.691 -1.125 -1.125%
2001 75.831 -1.121 -1.121%
2002 76.019 0.247 0.247%
2003 76.484 0.612 0.612%
2004 76.878 0.516 0.516%
2005 77.247 0.479 0.479%
2006 78.953 2.209 2.209%
2007 82.244 4.168 4.168%
2008 90.361 9.870 9.870%
2009 94.931 5.057 5.057%
2010 100.000 5.339 5.339%
2011 105.826 5.826 5.826%
2012 108.859 2.866 2.866%
2013 112.705 3.533 3.533%
2014 115.225 2.236 2.236%
2015 116.615 1.206 1.206%
2016 119.028 2.069 2.069%
2017 118.030 -0.838 -0.838%
2018 120.931 2.458 2.458%
2019 118.400 -2.093 -2.093%
2020 122.479 3.445 3.445%
2021 126.231 3.063 3.063%
2022 129.354 2.474 2.474%
1) FUENTE: BM
ENLACE: https://datos.bancomundial.org/indicador/FP.CPI.TOTL?locations=SA&view=chart
Índice de Términos de Intercambio (PX/PM)
Años (PX/PM)1
2000 100.000
2001 90.052
2002 90.370
2003 100.896
2004 119.003
2005 149.508
2006 133.871
2007 133.147
2008 148.203
2009 104.294
2010 120.789
2011 148.267
2012 145.721
2013 143.771
2014 138.561
2015 92.345
2016 82.880
2017 104.862
2018 116.393
2019 120.058
2020 86.498
2021
2022
1) FUENTE: BM
ENLACE: https://datos.bancomundial.org/indicador/TT.PRI.MRCH.XD.WD?view=chart
Función del Consumo
C=F[YD,i,(PX/PM),INPC]
Donde:
C= Consumo Privado
Y D= Ingreso Disponible
(PX/PM)= Índice de Términos de Intercambio
INPC= Índice de Nacional de Precios al Consumidor
Y X1 X2 X3 X4 Prueba Multicolinealid
Años C YD i (Pasiva) (PX/PM) INPC r2(x1,x2)=
2000 2.144 3.393 7.000 100.000 76.691 r2(x1,x3)=
2001 2.429 3.715 2.750 90.052 75.831 r2(x1,x4)=
2002 2.317 3.702 2.500 90.370 76.019 r2(x2,x3)=
2003 2.343 3.668 1.750 100.896 76.484 r2(x2,x4)=
2004 3.871 6.047 2.500 119.003 76.878 r2(x3,x4)=
2005 3.501 7.890 4.750 149.508 77.247
2006 3.715 8.376 5.200 133.871 78.953
2007 4.869 11.012 5.500 133.147 82.244
2008 4.450 11.203 2.500 148.203 90.361
2009 4.368 9.495 2.000 104.294 94.931
2010 4.364 8.487 1.563 120.789 100.000
2011 4.608 8.920 1.548 148.267 105.826
2012 4.433 8.453 1.548 145.721 108.859
2013 4.678 8.671 2.000 143.771 112.705
2014 4.352 8.145 2.000 138.561 115.225
2015 4.685 8.321 2.000 92.345 116.615
2016 3.932 6.761 2.000 82.880 119.028
2017 2.820 5.216 2.000 104.862 118.030
2018 3.641 7.185 3.000 116.393 120.931
2019 3.562 7.252 2.250 120.058 118.400
2020 1.175 2.415 1.000 86.498 122.479
Periodo(2000-2010) Periodo(200
β3 β2 β1 β0 β3
-0.004 -0.053 0.338 1.733 -0.127
0.008 0.064 0.059 0.673 0.269
0.920 0.341 #N/A #N/A 0.950
26.799 7.000 #N/A #N/A 44.474
9.371 0.816 #N/A #N/A 0.913
Periodo(2011-2020) Periodo(201
β3 β2 β1 β0 β3
-0.008 -0.142 0.626 0.569 -0.233
0.003 0.109 0.038 0.303 0.084
0.987 0.151 #N/A #N/A 0.993
157.314 6.000 #N/A #N/A 304.388
10.725 0.136 #N/A #N/A 1.588
Y=F(X1,X2,X3,X4)= Multicolinealidad
r2 = r2=(X1,X2) r2=(X2,X3)
r2=(X1,X3) r2=(X2,X4)
r2=(X1,X4) r2=(X3,X4)
Prueba Multicolinealidad
0.001 No existe
0.498 No existe
0.018 Existe
0.018 No existe
0.324 No existe
0.002 No existe
Función doble-Log
LN(X1) LN(X2) LN(X3)
YD i (Pasiva) (PX/PM)
1.222 1.946 4.605
1.312 1.012 4.500
1.309 0.916 4.504
1.300 0.560 4.614
1.800 0.916 4.779
2.066 1.558 5.007
2.125 1.649 4.897
2.399 1.705 4.891
2.416 0.916 4.999
2.251 0.693 4.647
2.139 0.447 4.794
2.188 0.437 4.999
2.134 0.437 4.982
2.160 0.693 4.968
2.097 0.693 4.931
2.119 0.693 4.526
1.911 0.693 4.417
1.652 0.693 4.653
1.972 1.099 4.757
1.981 0.811 4.788
0.882 0.000 4.460
Periodo (2000-2020)
β2 β1 β0
-0.005 0.856 0.517
0.055 0.086 0.773
0.117 #N/A #N/A
17.000 #N/A #N/A
0.232 #N/A #N/A
Periodo(2000-2010)
β2 β1 β0
-0.055 0.671 0.632
0.058 0.101 1.099
0.083 #N/A #N/A
7.000 #N/A #N/A
0.048 #N/A #N/A
Periodo(2011-2020)
β2 β1 β0
-0.062 1.168 0.186
0.065 0.059 0.346
0.042 #N/A #N/A
6.000 #N/A #N/A
0.010 #N/A #N/A
Función del Consumo
C=F[YD,i,(PX/PM),INPC]
Donde:
C= Consumo Privado
YD= Ingreso Disponible
(PX/PM)= Índice de Términos de Intercambio
INPC= Índice de Nacional de Precios al Consumidor
Y X1 X2 X3 X4 Prueba Multicolinealid
Años C YD i (Real) (PX/PM) INPC r2(x1,x2)=
2000 2.144 3.393 8.217 100.000 76.691 r2(x1,x3)=
2001 2.429 3.715 3.915 90.052 75.831 r2(x1,x4)=
2002 2.317 3.702 2.247 90.370 76.019 r2(x2,x3)=
2003 2.343 3.668 1.131 100.896 76.484 r2(x2,x4)=
2004 3.871 6.047 1.974 119.003 76.878 r2(x3,x4)=
2005 3.501 7.890 4.250 149.508 77.247
2006 3.715 8.376 2.926 133.871 78.953
2007 4.869 11.012 1.279 133.147 82.244
2008 4.450 11.203 -6.708 148.203 90.361
2009 4.368 9.495 -2.910 104.294 94.931
2010 4.364 8.487 -3.585 120.789 100.000
2011 4.608 8.920 -4.043 148.267 105.826
2012 4.433 8.453 -1.282 145.721 108.859
2013 4.678 8.671 -1.480 143.771 112.705
2014 4.352 8.145 -0.231 138.561 115.225
2015 4.685 8.321 0.784 92.345 116.615
2016 3.932 6.761 -0.067 82.880 119.028
2017 2.820 5.216 2.862 104.862 118.030
2018 3.641 7.185 0.529 116.393 120.931
2019 3.562 7.252 4.436 120.058 118.400
2020 1.175 2.415 -2.364 86.498 122.479
Función Lineal
Y X1 X2 X3
Años C YD i (real) (PX/PM)
2000 2.144 3.393 8.217 100.000
2001 2.429 3.715 3.915 90.052
2002 2.317 3.702 2.247 90.370
2003 2.343 3.668 1.131 100.896
2004 3.871 6.047 1.974 119.003
2005 3.501 7.890 4.250 149.508
2006 3.715 8.376 2.926 133.871
2007 4.869 11.012 1.279 133.147
2008 4.450 11.203 -6.708 148.203
2009 4.368 9.495 -2.910 104.294
2010 4.364 8.487 -3.585 120.789
2011 4.608 8.920 -4.043 148.267
2012 4.433 8.453 -1.282 145.721
2013 4.678 8.671 -1.480 143.771
2014 4.352 8.145 -0.231 138.561
2015 4.685 8.321 0.784 92.345
2016 3.932 6.761 -0.067 82.880
2017 2.820 5.216 2.862 104.862
2018 3.641 7.185 0.529 116.393
2019 3.562 7.252 4.436 120.058
2020 1.175 2.415 -2.364 86.498
β3 β2 β1 β0
-0.003 0.009 0.410 1.135
0.006 0.031 0.057 0.507
0.867 0.410 #N/A #N/A
36.926 17.000 #N/A #N/A
18.657 2.863 #N/A #N/A
Y=F(X1,X2,X3,X4)= Multicolinealidad
r2 = r2=(X1,X2) r2=(X2,X3)
r2=(X1,X3) r2=(X2,X4)
r2=(X1,X4) r2=(X3,X4)
Prueba Multicolinealidad
0.261 No existe
0.498 No existe
0.018 Existe
0.092 No existe
0.124 No existe
0.002 No existe
Ingreso Nacional (YN)
Miles de Miles de
UMN a Precios Actuales millones(MN) %PIB millones(MN)
Años PIB 1 INB 2 PIB YN
2000 7.107E+11 7.140E+11 3.8 100.471% 3.818
2001 6.905E+11 6.972E+11 4.2 100.963% 4.240
2002 7.110E+11 7.159E+11 4 100.686% 4.027
2003 8.093E+11 8.121E+11 4.2 100.343% 4.214
2004 9.703E+11 9.767E+11 7.4 100.665% 7.449
2005 1.231E+12 1.241E+12 7 100.827% 7.058
2006 1.411E+12 1.426E+12 7.5 101.017% 7.576
2007 1.559E+12 1.583E+12 9.5 101.538% 9.646
2008 1.949E+12 1.984E+12 9 101.763% 9.159
2009 1.609E+12 1.642E+12 8.1 102.013% 8.263
2010 1.981E+12 2.007E+12 7.094 101.334% 7.189
2011 2.537E+12 2.574E+12 7.525 101.431% 7.633
2012 2.782E+12 2.823E+12 7.102 101.481% 7.207
2013 2.827E+12 2.878E+12 7.297 101.799% 7.428
2014 2.875E+12 2.937E+12 6.874 102.156% 7.022
2015 2.511E+12 2.575E+12 7.219 102.581% 7.405
2016 2.497E+12 2.556E+12 5.932 102.361% 6.072
2017 2.681E+12 2.721E+12 4.395 101.496% 4.461
2018 3.175E+12 3.204E+12 5.88 100.911% 5.934
2019 3.145E+12 3.174E+12 5.982 100.942% 6.038
2020 2.754E+12 2.805E+12 1.996 101.883% 2.034
2021 3.257E+12 3.314E+12 7.403 101.751% 7.533
2022 4.156E+12 4.197E+12 5.669 101.001% 5.726