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Análsis de la Relación de Causalidad entre el Índice de Precios del Productor y del Consumidor en los Países Miembros del TLCAN

Author

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  • Gómez Aguirre, Mario

    (Instituto de Investigaciones Económicas y Empresariales de la UMSNH.)

  • Rodríguez, José Carlos

    (Instituto de Investigaciones Económicas y Empresariales de la UMSNH.)

Abstract

This paper analyzes the relationship between the price producer index and the price consumer index across country members of the Free Trade Agreement (NAFTA) area, during the period 1957:01 to 2011:04. In so doing, we test for the existence of causality and unit root in the series analyzed in this research. The results suggest that the causality between these index runs in both directions, namely from producer prices to consumer prices, and vice versa. Yet, both prices contain useful information contributing to predict the behavior of each other.

Suggested Citation

  • Gómez Aguirre, Mario & Rodríguez, José Carlos, 2012. "Análsis de la Relación de Causalidad entre el Índice de Precios del Productor y del Consumidor en los Países Miembros del TLCAN," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(1), pages 89-100.
    • Handle: RePEc:ris:rnicee:0068
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    Keywords

    price; causality; unit root; NAFTA;
    All these keywords.

    JEL classification:

    • 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
    • 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

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