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Convergencia Regional En México: Una Prueba De Cointegración En Precios

Author

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  • Luis Fernando Cabrera-Castellanos
  • René Lozano Cortés

Abstract

El presente trabajo emplea la metodología asociada a los modelos de series de tiempo para determinar la convergencia entre las seis regiones del país a partir de las series de precios. Se establece el orden de integración de las series individuales, encontrando que todas ellas son I(1). Se prueba su cointegración de cada una con el nivel nacional, encontrando que en todos los casos son CI(1,-1), con lo que se comprueba la existencia de convergencia en el nivel de precios entre las seis regiones. Este resultado es congruente con el obtenido por trabajos similares para otros países. Al final se presenta un anexo con notas técnicas sobre las pruebas empleadas.

Suggested Citation

  • Luis Fernando Cabrera-Castellanos & René Lozano Cortés, 2008. "Convergencia Regional En México: Una Prueba De Cointegración En Precios," Observatorio de la Economía Latinoamericana, Grupo Eumed.net (Universidad de Málaga), issue 93, march.
  • Handle: RePEc:erv:observ:y:2008:i:93:7
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    File URL: http://www.eumed.net/cursecon/ecolat/mx/2008/cclc.htm
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    References listed on IDEAS

    as
    1. Schwert, G William, 2002. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 5-17, January.
    2. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    3. Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393.
    4. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    5. Oxley, Les & Greasley, David, 1995. "A Time-Series Perspective on Convergence: Australia, UK and USA since 1870," The Economic Record, The Economic Society of Australia, vol. 71(214), pages 259-270, September.
    6. Andrew B. Bernard & Steven N. Durlauf, 1991. "Convergence of International Output Movements," NBER Working Papers 3717, National Bureau of Economic Research, Inc.
    7. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    8. James G. MacKinnon, 1990. "Critical Values for Cointegration Tests," Working Papers 1227, Queen's University, Department of Economics.
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    More about this item

    Keywords

    convergencia regional; Mexico; precios; cointegracion;

    JEL classification:

    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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