<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>2448-6655</journal-id>
<journal-title><![CDATA[Análisis económico]]></journal-title>
<abbrev-journal-title><![CDATA[Anál. econ.]]></abbrev-journal-title>
<issn>2448-6655</issn>
<publisher>
<publisher-name><![CDATA[Universidad Autónoma Metropolitana, Unidad Azcapotzalco, División de Ciencias Sociales y Humanidades]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S2448-66552023000100005</article-id>
<article-id pub-id-type="doi">10.24275/uam/azc/dcsh/ae/2022v38n97/liu</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Convergencia dinámica de series temporales y su inconsistencia con la estacionariedad en análisis económicos]]></article-title>
<article-title xml:lang="en"><![CDATA[Dynamic convergence of time series and its inconsistency with stationarity in economic analysis]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Liu Sun]]></surname>
<given-names><![CDATA[Xuedong]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Covarrubias López]]></surname>
<given-names><![CDATA[José Gerardo]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Nacional Autónoma de México Facultad de Estudios Superiores ]]></institution>
<addr-line><![CDATA[Aragón ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Universidad Nacional Autónoma de México Facultad de Estudios Superiores ]]></institution>
<addr-line><![CDATA[Aragón ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>04</month>
<year>2023</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>04</month>
<year>2023</year>
</pub-date>
<volume>38</volume>
<numero>97</numero>
<fpage>5</fpage>
<lpage>26</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S2448-66552023000100005&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S2448-66552023000100005&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S2448-66552023000100005&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen El objetivo de este trabajo es analizar la posible inconsistencia entre la estacionariedad y la convergencia dinámica de las series temporales, pues en la ciencia económica con frecuencia se abordan ambos temas de forma independiente, sobre todo desde el punto de vista metodológico, se estudian de manera mutuamente excluyente. Sin embargo, estos dos enfoques se encuentran ampliamente relacionados y su estudio tiene el propósito común de realizar pronósticos y proyecciones en cualquier variable económica. Por ello, ante la especificación no adecuada de un modelo o la posible presencia de la espuriedad, la correspondencia teórica entre estas dos propiedades podría resultar incongruente en la práctica, sobre todo para las modelaciones de tipo autorregresivo debido al supuesto de ergodicidad, y de tal manera, los pronósticos realizados con base en este tipo de modelos podrían resultar erróneos dentro del análisis económico. No obstante, este tipo de análisis no se ha realizado con claridad y profundidad hasta la fecha, lo que podría implicar una nueva línea de investigación en el análisis empírico sobre la estacionariedad y la convergencia dinámica en la economía, y en esta ocasión particular se relaciona con las variables que componen el comercio internacional y el ajuste cambiario en México.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract The objective of this paper is to analyze the consistency between stationarity and dynamic convergence of time series, since in economic science both issues are often addressed independently, particularly from the methodological point of view, they are studied in a mutually exclusive manner. However, these two approaches are widely related, and their study has the common purpose of making forecasts and projections in any economic variable. For this reason, given the inappropriate specification of a model or the possible presence of spuriousness, the theoretical correspondence between these two properties could be incongruous in practice, especially for autoregressive modeling due to the assumption of ergodicity; in this way, the forecasts made based on this type of models could be erroneous within the economic analysis. However, this type of analysis has not been carried out to date with clearness and deepness, which would mean a new line of research in the empirical analysis of stationarity and dynamic convergence in the economy, and in this specific case, the variables that make up international trade and the exchange rate adjustments in Mexico are involved.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[Serie de tiempo]]></kwd>
<kwd lng="es"><![CDATA[Convergencia dinámica]]></kwd>
<kwd lng="es"><![CDATA[Estacionariedad]]></kwd>
<kwd lng="es"><![CDATA[Raíz Unitaria]]></kwd>
<kwd lng="en"><![CDATA[Time series]]></kwd>
<kwd lng="en"><![CDATA[Dynamic convergence]]></kwd>
<kwd lng="en"><![CDATA[Stationarity]]></kwd>
<kwd lng="en"><![CDATA[Unit Root]]></kwd>
</kwd-group>
</article-meta>
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