In this research, we apply a stochastic convergence test for 13 regionalincomes in Korea from 1985-2009 developed by Carrion-i-Silvestre et al.(2005), which has the advantage of considering multiple structural breaks andthe presence of cross-section dependence. Following Quah(1993, 1997), wealso use the distribution dynamics approach including the stochastic kernel,and its 3-dimentional surface plots and 2-dimentional contour plots to analysegrowth dynamics in regional incomes.We find significant structural breaks around the Asian financial crisis of1997. Hence, most regions were impacted by common shocks from globalevents, indicating cross-sectional dependence. Non-rejection of stationarityprovides evidence for stochastic convergence in 13 regional incomes. Theresults show that after the Asian financial crisis per capita income distributionshows a tendency towards polarization and convergence club.