diff --git a/pandas_datareader/wb.py b/pandas_datareader/wb.py
index 1010b6e0..47246f08 100644
--- a/pandas_datareader/wb.py
+++ b/pandas_datareader/wb.py
@@ -2,6 +2,8 @@
 
 from __future__ import print_function
 
+from distutils.version import LooseVersion
+
 from pandas.compat import map, reduce, range, lrange
 from pandas.io.common import urlopen
 from pandas.io import json
@@ -9,6 +11,7 @@
 import numpy as np
 import warnings
 
+PD017 = LooseVersion(pandas.__version__) >= LooseVersion('0.16.2')
 # This list of country codes was pulled from wikipedia during October 2014.
 # While some exceptions do exist, it is the best proxy for countries supported
 # by World Bank.  It is an aggregation of the 2-digit ISO 3166-1 alpha-2, and 
@@ -155,7 +158,8 @@ def download(country=['MX', 'CA', 'US'], indicator=['NY.GDP.MKTP.CD', 'NY.GNS.IC
         out = reduce(lambda x, y: x.merge(y, how='outer'), data)
         out = out.drop('iso_code', axis=1)
         out = out.set_index(['country', 'year'])
-        out = out.convert_objects(convert_numeric=True)
+        kw = 'numeric' if PD017 else 'convert_numeric'
+        out = out.convert_objects(**{kw: True})
         return out
     else:
         msg = "No indicators returned data."