IDEAS home Printed from
   My bibliography  Save this article

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


  • Gómez Aguirre, Mario

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

  • Rodríguez, José Carlos

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


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

    Download full text from publisher

    File URL:
    File Function: Full text
    Download Restriction: no

    More about this item


    price; causality; unit root; NAFTA;

    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


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:rnicee:0068. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Plinio Hernández Barriga). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.