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Análisis de estabilidad en variables económicas de México

Author

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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.

Suggested Citation

  • Gómez, Mario & Rodríguez, José Carlos, 2007. "Análisis de estabilidad en variables económicas de México," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 9-30.
  • Handle: RePEc:ris:rnicee:0032
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    Keywords

    structural change; unit root; macroeconomic variables;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)

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