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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

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Author Info

  • 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.

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Bibliographic Info

Article provided by Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales in its journal Revista Nicolaita de Estudios Económicos.

Volume (Year): VII (2012)
Issue (Month): 1 ()
Pages: 89-100

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Handle: RePEc:ris:rnicee:0068

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Keywords: price; causality; unit root; NAFTA;

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