Causality relation between the producer price index and the consumer price index. Ecuador Case

The present document is an investigation with a type of inductive reasoning. It evaluated the relationship of causality between the producer price index (IPP), and the consumer price index (IPC ) in a period from January 1998 to December 2016. The unit root test Dickey-Fuller Augmented (DFA) was use...

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Detalles Bibliográficos
Autores principales: Quinde Rosales, Víctor, Bucaram-Leverone, Rina
Formato: Artículo revista
Lenguaje:Español
Publicado: Facultad de Ciencias Económicas. Instituto de Economía y Finanzas 2018
Materias:
índice de precios
causalidad
raíz unitaria
vector autorregresivo
C32
C40
E31
E50
price index
causality
unit root
autoregressive vector
Acceso en línea:https://revistas.unc.edu.ar/index.php/acteconomica/article/view/19140
Aporte de:
Actualidad Económica de Universidad Nacional de Córdoba
id I10-R369-article-19140
record_format ojs
spelling I10-R369-article-191402021-03-11T12:50:14Z Causality relation between the producer price index and the consumer price index. Ecuador Case Relación de causalidad entre el índice de precios al productor y el índice de precios al consumidor: Caso Ecuador Quinde Rosales, Víctor Bucaram-Leverone, Rina índice de precios causalidad raíz unitaria vector autorregresivo C32 C40 E31 E50 price index causality unit root autoregressive vector C32 C40 E31 E50 The present document is an investigation with a type of inductive reasoning. It evaluated the relationship of causality between the producer price index (IPP), and the consumer price index (IPC ) in a period from January 1998 to December 2016. The unit root test Dickey-Fuller Augmented (DFA) was used under an empirical- analytic paradigm, an autoregressive vector-VAR model was generated and the Granger causality test was performed. The results show a positive trend and seasonality in the data of the variables, a VAR model of two variables was obtained with a number of optimal remnants of fourteen VAR2 (14) to which the causality test was performed, demonstrating a bi - directionality of both indices. El presente documento de carácter investigativo con un tipo de razonamiento inductivo evaluó la relación de causalidad entre el índice de precios al productor (IPP) y el índice de precios al consumidor (IPC) en un periodo de análisis de enero de 1998 a diciembre del 2016. Bajo un paradigma empírico-analítico se utilizó la prueba de raíz unitaria Dickey-Fuller Aumentada – DFA, se generó un modelo de vectores autorregresivos – VAR y se realizó la prueba de causalidad de Granger. Los resultados demuestran una tendencia positiva y estacionalidad en los datos de las variables, se obtuvo un modelo VAR de dos variables con un numero de rezagos óptimo de catorce – VAR2(14) al cual se le realizo la prueba de causalidad demostrando una bidireccionalidad por parte de ambos índices. Facultad de Ciencias Económicas. Instituto de Economía y Finanzas 2018-01-01 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion Articles Artículos application/pdf https://revistas.unc.edu.ar/index.php/acteconomica/article/view/19140 Actualidad Económica; Vol. 27 No. 93 (2017): September-December; 5-14 Actualidad Económica; Vol. 27 Núm. 93 (2017): Septiembre - Diciembre; 5-14 2250-754X 0327-585X spa https://revistas.unc.edu.ar/index.php/acteconomica/article/view/19140/19077
institution Universidad Nacional de Córdoba
institution_str I-10
repository_str R-369
container_title_str Actualidad Económica
language Español
format Artículo revista
topic índice de precios
causalidad
raíz unitaria
vector autorregresivo
C32
C40
E31
E50
price index
causality
unit root
autoregressive vector
C32
C40
E31
E50
spellingShingle índice de precios
causalidad
raíz unitaria
vector autorregresivo
C32
C40
E31
E50
price index
causality
unit root
autoregressive vector
C32
C40
E31
E50
Quinde Rosales, Víctor
Bucaram-Leverone, Rina
Causality relation between the producer price index and the consumer price index. Ecuador Case
topic_facet índice de precios
causalidad
raíz unitaria
vector autorregresivo
C32
C40
E31
E50
price index
causality
unit root
autoregressive vector
C32
C40
E31
E50
author Quinde Rosales, Víctor
Bucaram-Leverone, Rina
author_facet Quinde Rosales, Víctor
Bucaram-Leverone, Rina
author_sort Quinde Rosales, Víctor
title Causality relation between the producer price index and the consumer price index. Ecuador Case
title_short Causality relation between the producer price index and the consumer price index. Ecuador Case
title_full Causality relation between the producer price index and the consumer price index. Ecuador Case
title_fullStr Causality relation between the producer price index and the consumer price index. Ecuador Case
title_full_unstemmed Causality relation between the producer price index and the consumer price index. Ecuador Case
title_sort causality relation between the producer price index and the consumer price index. ecuador case
description The present document is an investigation with a type of inductive reasoning. It evaluated the relationship of causality between the producer price index (IPP), and the consumer price index (IPC ) in a period from January 1998 to December 2016. The unit root test Dickey-Fuller Augmented (DFA) was used under an empirical- analytic paradigm, an autoregressive vector-VAR model was generated and the Granger causality test was performed. The results show a positive trend and seasonality in the data of the variables, a VAR model of two variables was obtained with a number of optimal remnants of fourteen VAR2 (14) to which the causality test was performed, demonstrating a bi - directionality of both indices.
publisher Facultad de Ciencias Económicas. Instituto de Economía y Finanzas
publishDate 2018
url https://revistas.unc.edu.ar/index.php/acteconomica/article/view/19140
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first_indexed 2024-09-03T22:58:50Z
last_indexed 2024-09-03T22:58:50Z
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