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Análisis de estabilidad en variables económicas de México

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  • Gómez, Mario

    ()
    (Instituto de investigaciones Económicas de la Universidad Michoacana de San Nicolás de Hidalgo)

  • Rodríguez, José Carlos

    ()
    (Instituto de investigaciones Económicas de la Universidad Michoacana de San Nicolás de Hidalgo)

Abstract

This paper analyzes the possibility to find a structural change endogenously determined in Mexico’s macroeconomic variables (government expenditure, consumption, GDP, imports, investment and exports) during the period of 1980 to 2005. In so doing, and using the methodology proposed by Hansen (1992), we found that imports was the only variable showing a structural change statistically significant in its variance during the second quarter of 1984. Additionally, we found that all variables, excepting imports, are characterized to have unit root.

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Bibliographic Info

Article provided by Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales in its journal Revista Nicolaita de Estudios Económicos.

Volume (Year): II (2007)
Issue (Month): 2 ()
Pages: 9-30

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Handle: RePEc:ris:rnicee:0032

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Keywords: structural change; unit root; macroeconomic variables;

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