  This paper investigates economic convergence in terms of real income per
capita among the autonomous regions of Spain. In order to converge, the series
should cointegrate. This necessary condition is checked using two testing
strategies recently proposed for fractional cointegration, finding no evidence
of cointegration, which rules out the possibility of convergence between all or
some of the Spanish regions. As an additional contribution, an extension of the
critical values of one of the tests of fractional cointegration is provided for
a different number of variables and sample sizes from those originally provided
by the author, fitting those considered in this paper.
