Análisis de estabilidad en variables económicas de México

Mario Gómez and Jose Carlos Rodriguez

Revista Nicolaita de Estudios Económicos, 2007, vol. II, issue 2, 9-30

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.

Keywords: structural change; unit root; macroeconomic variables (search for similar items in EconPapers)
JEL-codes: C10 E20 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:ris:rnicee:0032

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