Análisis de estabilidad en variables económicas de México
Mario Gómez Aguirre () and
José Carlos Rodríguez ()
Additional contact information José Carlos Rodríguez: Instituto de investigaciones Económicas de la Universidad Michoacana de San Nicolás de Hidalgo, http://ininee-umich.org
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.