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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| Format: | Online |
| Language: | spa |
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Facultad de Ciencias Económicas. Instituto de Economía y Finanzas
2018
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| Subjects: | |
| Online Access: | https://revistas.unc.edu.ar/index.php/acteconomica/article/view/19140 |
| _version_ | 1811172307717062656 |
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| author | Quinde Rosales, Víctor Bucaram-Leverone, Rina |
| author_facet | Quinde Rosales, Víctor Bucaram-Leverone, Rina |
| author_sort | Quinde Rosales, Víctor |
| collection | Portal de Revistas |
| 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. |
| format | Online |
| id | oai:ojs.revistas.unc.edu.ar:article-19140 |
| institution | Universidad Nacional de Cordoba |
| language | spa |
| publishDate | 2018 |
| publisher | Facultad de Ciencias Económicas. Instituto de Economía y Finanzas |
| record_format | ojs |
| spelling | oai:ojs.revistas.unc.edu.ar:article-191402021-03-11T15:50:14Z 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 |
| 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 |
| title | Causality relation between the producer price index and the consumer price index. Ecuador Case |
| title_alt | Relación de causalidad entre el índice de precios al productor y el índice de precios al consumidor: Caso Ecuador |
| 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_short | 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 |
| topic | índice de precios causalidad raíz unitaria vector autorregresivo C32 C40 E31 E50 price index causality unit root autoregressive vector C32 C40 E31 E50 |
| 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 |
| url | https://revistas.unc.edu.ar/index.php/acteconomica/article/view/19140 |
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