Un análisis econométrico de corte estructural endógeno para el PIB de México durante el siglo XX

Alejandro Díaz-Bautista, Mario Alberto Rosas Chimal


El presente estudio aplica la prueba de raíz unitaria con corte estructural endógeno en las serie del producto interno bruto (PIB) de México para el siglo XX. En el estudio se extienden los resultados econométricos de estudios anteriores al sugerir posibles pruebas para raíces unitarias bajo el supuesto de corte estructural endógeno. El análisis econométrico nos indica la presencia de un corte estructural importante que se obtiene en los años ochenta para la serie de tiempo del PIB en México. Palabras clave: México, series de tiempo, pruebas de raíz unitaria, corte estructural y PIB. Clasificación JEL: C22, C12, C23.

Palabras clave

México, series de tiempo, pruebas de raíz unitaria, corte estructural y PIB


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