Relación de causalidad entre el índice de precios del productor y el índice de precios del consumidor incorporando cambios estructurales: El caso de México

• Autores: Mario Gómez Aguirre, José César Lenin Navarro Chávez
• Localización: Contaduría y administración, ISSN 0186-1042, ISSN-e 2448-8410, Vol. 59, Nº. 2, 2014, págs. 179-196
• Idioma: español
• DOI: 10.1016/s0186-1042(14)71259-8
• Títulos paralelos:
  • Causal link between the producer price index and consumer price index incorporating structural change: The case of Mexico
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• Dialnet Métricas: 4 Citas
• Resumen
  • español

    En este artículo se analiza la relación de causalidad entre los precios del productor y del consumidor para el caso de México durante el periodo de enero de 1994 a febrero de 2012. Para ello, se utilizan las pruebas de raíz unitaria (Dickey-Fuller 1979 y 1981; Phillips-Perron, 1988; Lee-Strazicich, 2003) y pruebas de causalidad (Granger, 1969; Toda y Yamamoto,1995). Los resultados indican que, tomando en cuenta cambios estructurales y la tendencia determinística, ambos índices de precios son estacionarios. La relación de causalidad es unidireccional, de los precios del consumidor a los precios del productor.

  • English

    This paper analyzes the causal relationship between producer and consumer prices in the case of Mexico during the period 1994:01-2012:02. To do this, we use three unit root tests (Dickey-Fuller, 1979 y 1981; Phillips-Perron, 1988; Lee-Strazicich, 2003) and two tests of causality (Granger, 1969; Toda y Yamamoto,1995). The results indicate that taking into account structural changes and the deterministic trend, both price indexes are stationary. We find unidirectional causal relationship running from CPI to IPP.

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