Análsis de la Relación de Causalidad entre el Índice de Precios del Productor y del Consumidor en los Países Miembros del TLCAN
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.
Volume (Year): VII (2012)
Issue (Month): 1 ()
|Contact details of provider:|| Phone: (443) 316 5131|
Fax: (443) 316 5131
Web page: http://rnee.umich.mx
More information through EDIRC
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)
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.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 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.