IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Testing for Unit Roots: Mexico's GDP

Listed author(s):
  • Alejandro Diaz-Bautista


  • Ramon A. Castillo Ponce

    (Bank of Mexico)

The study presents an analysis of the stochastic nature of the gross domestic product of Mexico for the period 1900-2001. Several specifications to test for the existence of unit roots are presented. The conventional tests, Dickey Fuller, Augmented Dickey Fuller and Phillips Perron, indicate that the series is nonstationary and integrated of order 1. The result is robust to the inclusion of exogenously and endogenously determined structural breaks. Interestingly, when structural breaks are determined endogenously, a structural break in 1907 is identified. We interpret this results as suggesting that setting the date of a structural break ex-ante might not be the most efficient procedure when testing for unit roots.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

Paper provided by EconWPA in its series Econometrics with number 0306007.

in new window

Length: 10 pages
Date of creation: 14 Jun 2003
Handle: RePEc:wpa:wuwpem:0306007
Note: Type of Document - ; pages: 10 . Paper published at Momento Economico
Contact details of provider: Web page:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpem:0306007. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.