This paper analyzes the dynamics of the distributions of per capita Gross Domestic Product (GDP), the infant mortality rate, and the adult literacy rate across states in Mexico between 1994 and 2000. It analyzes the hypothesis of convergence to a common level in these three indicators. The methodology used is the estimation of transition matrices and kernel densities for each of these indicators. The results show there is high persistence over time in the positions states occupy in the distribution of these welfare indicators, and suggest there is convergence to a common level of adult literacy, but not to a common level of per capita GDP or infant mortality