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Convergencia hacia la economía regional líder en México. Un análisis de cointegración en panel

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Author Info
Díaz Pedroza, Jesús (UAM-Iztapalapa)
Sánchez Vargas, Armando (Facultad de Economía, UNAM)
Mendoza González, Miguel Ángel (Facultad de Economía, UNAM)
Abstract

The main objective of this paper is to provide empirical evidence regarding per capita income convergence of the states of the Mexican Republic towards the income of Distrito Federal, which is assumed to be the leading economy (Barro and Sala-i-Martin; 1991, 1992). We test such hypothesis by using two different panel unit root tests (Im, Pesaran and Shin, 1997 and Levin-Lin, 1993) and eight panel cointegration tests (Pedroni; 2001; Larsson, 2001). These econometric tools let overcome the “small sample distortions” often faced by studies based on time series techniques. Our unit root tests do not show evidence of absolute convergence towards the leading economy from 1970 to 2004 and for two shorter samples. However, cointegration tests show evidence in favor of conditional convergence for the same period. Long run estimates of the speed of convergence (Mark and Sul, 2003), show that rich regions converge faster than the poor ones.// El objetivo de este artículo es ofrecer evidencia empírica sobre la convergencia del PIB per capita de los estados de la República Mexicana hacia el PIB del Distrito Federal, al que consideramos como la economía líder (Barro y Sala-i-Martin; 1991, 1992). Para ello, se aplican dos pruebas de raíces unitarias y ocho de cointegración en panel (Im, Pesaran y Shin, 1997; Levin-Lin, 1993, Pedrioni, 2001; Larsson, 2001). Estas pruebas resuelven el problema de las distorsiones por el uso de muestras pequeñas, propias de las series de tiempo. Las pruebas de raíces unitarias muestran que no hay evidencia de convergencia absoluta de 1970 a 2004 y para otros dos subperiodos. Sin embargo, las pruebas de cointegración arrojan evidencia en favor de la convergencia condicional para el mismo periodo. Las estimaciones de la velocidad de convergencia (Mark y Sul, 2003) indican que las regiones más ricas convergen más rápidamente que las pobres.

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Publisher Info
Article provided by Fondo de Cultura Económica in its journal El Trimestre Económico.

Volume (Year): LXXVI (2) (2009)
Issue (Month): 302 (abril-junio)
Pages: 407-431
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Handle: RePEc:elt:journl:v:76:y:2009:i:302:p:407-431

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Web page: http://www.fondodeculturaeconomica.com/

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Related research
Keywords: Convergencia; pruebas de raíces unitarias; pruebas de cointegración con datos de panel; mínimos cuadrados ordinarios dinámicos (DOLS);

Find related papers by JEL classification:
O18 - Economic Development, Technological Change, and Growth - - Economic Development - - - Regional, Urban, and Rural Analyses
R11 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Analysis of Growth, Development, and Changes
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data

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This page was last updated on 2009-12-3.


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