SciELO - Scientific Electronic Library Online

vol.59 issue2Organizational slack versus financial performance: A study of companies on BM & FBovespaA model of medium term exchange rate forecast in an open economy: The case of the mexican peso author indexsubject indexsearch form
Home Pagealphabetic serial listing  

Services on Demand




Related links

  • Have no similar articlesSimilars in SciELO


Contaduría y administración

Print version ISSN 0186-1042


GOMEZ AGUIRRE, Mario  and  NAVARRO CHAVEZ, José César Lenin. Causal link between the producer price index and consumer price index incorporating structural change: The case of Mexico. Contad. Adm [online]. 2014, vol.59, n.2, pp.179-196. ISSN 0186-1042.

This paper analyzes the causal relationship between producer and consumer prices in the case of Mexico during the period 1994:01-2012:02. To do this, we use three unit root tests (Dickey-Fuller, 1979 y 1981; Phillips-Perron, 1988; Lee-Strazicich, 2003) and two tests of causality (Granger, 1969; Toda y Yamamoto,1995). The results indicate that taking into account structural changes and the deterministic trend, both price indexes are stationary. We find unidirectional causal relationship running from CPI to IPP.

Keywords : causality; unit root; structural change; Mexico.

        · abstract in Spanish     · text in Spanish     · Spanish ( pdf )


Creative Commons License All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License