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Explorando la relación entre el IPC e IPP: El caso colombiano

Author

Listed:
  • Wilmer O. Martínez R.
  • Edgar Caicedo G.
  • Evelyn J. Tique C.

Abstract

En este documento se explora el tipo de relación existente entre el Índice de Precios del Productor (IPP) y el Índice de Precios al Consumidor (IPC), en el sentido de establecer si el IPP se puede considerar como un índice líder del IPC. Para tal efecto se utiliza la metodología de perfiles coincidentes propuesta por Martínez (2010), la cual está basada en la prueba de Banerji (1999). Varios estudios a nivel de otros países y de Colombia han encontrado una relación coincidente entre los dos indicadores de precios. Al eliminar las diferencias metodológicas de las dos canastas (homogenización de rubros y de ponderaciones), se encontró que el IPP adelanta al IPC, y dependiendo del grupo analizado, este liderazgo del IPP puede, por uno o incluso varios meses, anticipar la evolución del IPC. Dichos hallazgos son claramente útiles como insumo para mejorar los modelos de pronóstico de la iniciación al consumidor y la toma de decisiones de la autoridad monetaria educada.

Suggested Citation

  • Wilmer O. Martínez R. & Edgar Caicedo G. & Evelyn J. Tique C., 2012. "Explorando la relación entre el IPC e IPP: El caso colombiano," Borradores de Economia 737, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:borrec:737
    DOI: 10.32468/be.737
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    More about this item

    Keywords

    IPC; IPP; formación y transmisión de precios; perfil coincidente; puntos de giro.;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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