Thesis
Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
Date
2015-01-21Registration in:
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Author
Parra Amado, Daniel
Institutions
Abstract
El propósito de este artículo es encontrar una relación de causalidad entre el Índice de Precios al Productor y el Índice de Precios al Consumidor para Colombia, usando series mensuales estacionalizadas desde enero de 2003 hasta marzo de 2013. La prueba estadística usada para investigar la causalidad es la de Granger (1969). Los resultados indican que hay una causalidad unidireccional entre los dos índices, partiendo del Índice de Precios al Productor al Índice de Precios al Consumidor en Colombia. Por lo tanto, se concluye que el IPP contiene información que mejora la predictibilidad del IPC. Nota: Para consultar la carta de autorización de publicación de este documento por favor copie y pegue el siguiente enlace en su navegador de internet: http://hdl.handle.net/10818/12955