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Analisis de la relacion de causalidad entre el indice de precios del productor y del consumidor incorporando variables que capturan el mecanismo de transmision monetaria: El caso de los paises miembros del TLCAN

Author

Listed:
  • Mario Gomez Aguirre

    (Universidad Michoacana de San Nicolas de Hidalgo)

  • Jose Carlos Rodriguez

    (Universidad Michoacana de San Nicolas de Hidalgo)

Abstract

En este articulo se analiza la relacion de causalidad entre el indice de precios del productor y del consumidor para el caso de los paises miembros del Tratado de Libre Comercio de America del Norte (TLCAN), incorporando variables que capturen el mecanismo de transmision monetaria (1996:01-2012:06). Para ello se utilizan pruebas de raiz unitaria (Dickey-Fuller 1979 y 1981; Phillips-Perron, 1988; Lee-Strazicich, 2003) y de causalidad (Toda y Yamamoto, 1995). Los resultados indican que la relacion de causalidad es bidireccional, de los precios del productor a los del consumidor y de estos ultimos a los primeros para el caso de Mexico y Canada, utilizando una medida de inflacion; y en el caso de Estados Unidos tambien es bidireccional, utilizando el nivel de los indices de precios.

Suggested Citation

  • Mario Gomez Aguirre & Jose Carlos Rodriguez, 2016. "Analisis de la relacion de causalidad entre el indice de precios del productor y del consumidor incorporando variables que capturan el mecanismo de transmision monetaria: El caso de los paises miembro," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 13(1), pages 73-95, Enero-Jun.
    • Handle: RePEc:qua:journl:v:13:y:2016:i:1:p:73-95
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    More about this item

    Keywords

    Precio; causalidad; raiz unitaria; TLCAN;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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