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

Gómez Aguirre Mario () and Lenin Navarro Chávez José César ()
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Gómez Aguirre Mario: Universidad Michoacana de San Nicolás de Hidalgo
Lenin Navarro Chávez José César: Universidad Michoacana de San Nicolás de Hidalgo

Contaduría y Administración, 2014, vol. 59, issue 2, 179-196

Abstract: 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.

Keywords: precio; causalidad; raíz unitaria; cambio estructural; México (search for similar items in EconPapers)
JEL-codes: C32 E31 E50 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:nax:conyad:v:59:y:2014:i:2:p:179-196

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