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Convergencia Regional En México: Una Prueba De Cointegración En Precios

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Author Info
Luis Fernando Cabrera-Castellanos
René Lozano Cortés

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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.

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File URL: http://www.eumed.net/cursecon/ecolat/mx/2008/cclc.htm
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Publisher Info
Article provided by Grupo Eumed.net (Universidad de Málaga) in its journal Observatorio de la Economía Latinoamericana.

Volume (Year): (2008)
Issue (Month): 93 (march)
Pages:
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Handle: RePEc:erv:observ:y:2008:i:93:7

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Related research
Keywords: convergencia regional; Mexico; precios; cointegracion;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Andrew B. Bernard & Steven N. Durlauf, 1991. "Convergence of International Output Movements," NBER Working Papers 3717, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July. [Downloadable!] (restricted)
  3. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
  4. 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 1057-72, June. [Downloadable!] (restricted)
  5. James MacKinnon, 1990. "Critical Values for Cointegration Tests," University of California at San Diego, Economics Working Paper Series 90-4, Department of Economics, UC San Diego. [Downloadable!]
  6. Schwert, G William, 1989. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 147-59, April.
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  7. 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 259-70, September.
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