Sincronización de fase y Análisis de Componentes Principales para la construcción del ciclo económico de México

Abstract

Our research focuses on understanding the patterns of economic cycles in México by analyzing twelve key macroeconomic indicators. We use different techniques, such as phase synchronization, principal component analysis, and stationarity tests, to address the complexity of the problem arising from the high number of variables and their inherent volatility. Our results demonstrate that it is possible to create a generalized economic cycle by using linear combinations of these indicators, which capture the most consistent behaviors of the series. Additionally, these linear combinations reflect the contribution levels of each indicator to the aggregate variance.