Relationship between the Consumer Price Index and the Producer Price Index for Six South American Countries

This paper analyzes the relationship between the consumer price index and the producer price index for six South American countries Brazil, Colombia, Ecuador, Peru, Paraguay and Uruguay. To determine this relationship we estimated an autoregressive vector model or a model of error correction vectors...

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Autores:
Tipo de recurso:
http://purl.org/coar/resource_type/c_6529
Fecha de publicación:
2018
Institución:
Universidad Pedagógica y Tecnológica de Colombia
Repositorio:
RiUPTC: Repositorio Institucional UPTC
Idioma:
eng
OAI Identifier:
oai:repositorio.uptc.edu.co:001/11981
Acceso en línea:
https://revistas.uptc.edu.co/index.php/cenes/article/view/6601
https://repositorio.uptc.edu.co/handle/001/11981
Palabra clave:
autoregressive vector model
error correction vector model
unit root
cointegration
causality
modelo de vectores autorregresivos
modelo de vectores de corrección de error
raíz unitaria
co-integración
causalidad
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Copyright (c) 2018 Oscar Hernán Cerquera Losada, Juan Pablo Murcia Arias, Jonas Conde Guzmán