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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

Listed author(s):
  • Mario Gomez Aguirre

    ()

    (Universidad Michoacana de San Nicolas de Hidalgo.)

  • Jose Carlos Rodriguez
Registered author(s):

    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.

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    File URL: http://www.revistascientificas.udg.mx/index.php/EQ/article/view/4872/4547
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    Article provided by Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia. in its journal EconoQuantum, Revista de Economia y Negocios.

    Volume (Year): 13 (2016)
    Issue (Month): 1 (Enero-Junio)
    Pages: 73-95

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    Handle: RePEc:qua:journl:v:13y:2016:i:1:p:73-95
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