Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.

30 páginas incluyen ilustraciones y diagramas

Autores:: lloa Donoso, Sandra Viviana

Tipo de recurso:

Fecha de publicación:: 2015

Institución:: Universidad de la Sabana

Repositorio:: Repositorio Universidad de la Sabana

Idioma:: spa

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dc.title.es_CO.fl_str_mv	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
title	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
spellingShingle	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano. Índice de precios -- Colombia Consumidores -- Economía -- Colombia Economía -- Aspectos sociológicos
title_short	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
title_full	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
title_fullStr	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
title_full_unstemmed	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
title_sort	Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.
dc.creator.fl_str_mv	lloa Donoso, Sandra Viviana
dc.contributor.advisor.none.fl_str_mv	Parra Amado, Daniel
dc.contributor.author.none.fl_str_mv	lloa Donoso, Sandra Viviana
dc.subject.none.fl_str_mv	Índice de precios -- Colombia Consumidores -- Economía -- Colombia Economía -- Aspectos sociológicos
topic	Índice de precios -- Colombia Consumidores -- Economía -- Colombia Economía -- Aspectos sociológicos
description	30 páginas incluyen ilustraciones y diagramas
publishDate	2015
dc.date.accessioned.none.fl_str_mv	2015-01-21T17:03:50Z
dc.date.available.none.fl_str_mv	2015-01-21T17:03:50Z
dc.date.issued.none.fl_str_mv	2015-01-21
dc.date.created.none.fl_str_mv	[2015]
dc.type.es_CO.fl_str_mv	Thesis
dc.type.none.fl_str_mv	info:eu-repo/semantics/bachelorThesis
dc.type.coar.fl_str_mv	http://purl.org/coar/resource_type/c_7a1f
dc.identifier.citation.none.fl_str_mv	AKÇAY, Selçuk. "The Causal Relationship between Producer Price Index and Consumer." International Journal of Economics and Finance 3, no. 6 (November 2011): 6. Ansari, M. I., and S. M. Ahmed. "Does Money Matter? Evidence from Vector ErrorCorrection for México." The Journal of Developing Areas. 41, no. 1 (2007): 19. Banco de la República. "Informe al Congreso." Marzo 2013. http://www.dane.gov.co/files/investigaciones/fichas/cpi_sp.pdf. Bhattacharya, Prasad S., and Dimitrios D. Thomakos. "Forecasting industry-level CPI and IPP inflation: Does exchange rate pass-through matter?" Elsevier, 2007: 17. Blomberg, S. Brock, and Ethan S. Harris. "The Commodity–Consumer Price Connection: Fact or Fable?" Economic Policy Review 1, no. 3 (October 1995): 18. Caporale, Guglielmo Maria, Margarita Katsimi, and Nikitas Pittis. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence." Southern Economic Journal 68, no. 3 (January 2002): 10. Clark., Todd E. "Do producer prices lead consumer prices?." Economic Review, Federal Reserve Bank Of Kansas City, Kansas, 1995. Cushing, Matthew J., and Mary G. Mcgarvey. "Feedback between Wholesale and Consumer Price Inflation: A reexamination of the Evidence." Southern Economic Journal., April 1990: 14. DANE . "Manual del índice de precios al consumidor. Teoría y Práctica." 2006. http://www.dane.gov.co/files/investigaciones/fichas/cpi_sp.pdf (accessed Marzo 2013). Dorestani, Alireza, and Lari H. Arjomand. "An Empirical Study of the Relationship between Consumer and Producer Price Index: A Unit Root Test and Test of Cointegration." The Coastal Business Journal 5, no. 1 (2006): 6. Fahmi Ghazali, Mohd, Ooi Ai Yee, and Mohd Zulkifli Muha. "Do Producer Prices Cause Consumer Prices? Some Empirical Evidence." International Journal of Business and Management. 3, no. 11 (November 2008): 5. Gang, Fan, He Liping, and Hu Jiani. "CPI vs. PPI: Which drives which?." Frontiers of Economics in China. ( Springer ) 4 (2009.): 19. Kumar Tiwari, Aviral. "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain." Elservier, May 2012: 8. Kumar Tiwari, Aviral, Mihai Mutascu, and Alin Marius Andries. "Decomposing timefrequency relationship between producer price and consumer price indices in Romania through wavelet analysis." Elsevier, November 2012: 9. Kumar Tiwari, Aviral, Muhammad Shahbaz, and Iqbal Tahir Mohammad. "Does CPI Granger-Cause WPI? New Extensions from Frecuency Domain Approach in Pakistan." Edited by COMSATS Institude of Information Technology. MPRA Munich Personal RePEc Archive, May 2012: 17. Lutkepohl, Helmut. New Introduction To MultipleTime Series Analysis . Italy: Springer, 2010. Martinez R., Wilmer O., Edgar Caicedo G., and Evelyn J. Tique C. "Explorando la relación entre el IPC e IPP: El caso colombiano." Borradores de ECONOMÍA., Banco de la República., Bogotá., 2012, 36. Muhammad, Shahbaz. "Producer & Consumer Prices Nexus: ARDL Bounds Testing Approach." International Journal of Marketing Studies. 1, no. 2 (November. 2009): 9. Ray, Sarbapriya. "Testing Granger Causal Relationship between Macroeconomic Variables and Stock Price Behaviour: Evidence from India." Advances in Applied Economics and Finance (AAEF) (Copyright.) 3, no. 1 (2012.): 12. Ray, Sarbapriya. "Testing Granger Causal Relationship between Macroeconomic Variables and Stock Price Behaviour: Evidence from India." Advances in Applied Economics and Finance (AAEF) (Copyright.) 3, no. 1 (2012.): 12. Salman, A. Khalik, and Ghazi Shukur. "Testing for Granger causality between industrial output and CPI in the presence of regime shift: Swedish data." Journal of Economic Studies. 31 (2004): 8. Sidaou, José, Carlos Capistrán, Daniel Chiquiar, and Manuel Ramos-Francia. "A note on the Predictive Content of the PPI over CPI inflation: The Case of Mexico." Banco de México. Working Papers, November 2009: 20.
dc.identifier.uri.none.fl_str_mv	http://hdl.handle.net/10818/12953
identifier_str_mv	AKÇAY, Selçuk. "The Causal Relationship between Producer Price Index and Consumer." International Journal of Economics and Finance 3, no. 6 (November 2011): 6. Ansari, M. I., and S. M. Ahmed. "Does Money Matter? Evidence from Vector ErrorCorrection for México." The Journal of Developing Areas. 41, no. 1 (2007): 19. Banco de la República. "Informe al Congreso." Marzo 2013. http://www.dane.gov.co/files/investigaciones/fichas/cpi_sp.pdf. Bhattacharya, Prasad S., and Dimitrios D. Thomakos. "Forecasting industry-level CPI and IPP inflation: Does exchange rate pass-through matter?" Elsevier, 2007: 17. Blomberg, S. Brock, and Ethan S. Harris. "The Commodity–Consumer Price Connection: Fact or Fable?" Economic Policy Review 1, no. 3 (October 1995): 18. Caporale, Guglielmo Maria, Margarita Katsimi, and Nikitas Pittis. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence." Southern Economic Journal 68, no. 3 (January 2002): 10. Clark., Todd E. "Do producer prices lead consumer prices?." Economic Review, Federal Reserve Bank Of Kansas City, Kansas, 1995. Cushing, Matthew J., and Mary G. Mcgarvey. "Feedback between Wholesale and Consumer Price Inflation: A reexamination of the Evidence." Southern Economic Journal., April 1990: 14. DANE . "Manual del índice de precios al consumidor. Teoría y Práctica." 2006. http://www.dane.gov.co/files/investigaciones/fichas/cpi_sp.pdf (accessed Marzo 2013). Dorestani, Alireza, and Lari H. Arjomand. "An Empirical Study of the Relationship between Consumer and Producer Price Index: A Unit Root Test and Test of Cointegration." The Coastal Business Journal 5, no. 1 (2006): 6. Fahmi Ghazali, Mohd, Ooi Ai Yee, and Mohd Zulkifli Muha. "Do Producer Prices Cause Consumer Prices? Some Empirical Evidence." International Journal of Business and Management. 3, no. 11 (November 2008): 5. Gang, Fan, He Liping, and Hu Jiani. "CPI vs. PPI: Which drives which?." Frontiers of Economics in China. ( Springer ) 4 (2009.): 19. Kumar Tiwari, Aviral. "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain." Elservier, May 2012: 8. Kumar Tiwari, Aviral, Mihai Mutascu, and Alin Marius Andries. "Decomposing timefrequency relationship between producer price and consumer price indices in Romania through wavelet analysis." Elsevier, November 2012: 9. Kumar Tiwari, Aviral, Muhammad Shahbaz, and Iqbal Tahir Mohammad. "Does CPI Granger-Cause WPI? New Extensions from Frecuency Domain Approach in Pakistan." Edited by COMSATS Institude of Information Technology. MPRA Munich Personal RePEc Archive, May 2012: 17. Lutkepohl, Helmut. New Introduction To MultipleTime Series Analysis . Italy: Springer, 2010. Martinez R., Wilmer O., Edgar Caicedo G., and Evelyn J. Tique C. "Explorando la relación entre el IPC e IPP: El caso colombiano." Borradores de ECONOMÍA., Banco de la República., Bogotá., 2012, 36. Muhammad, Shahbaz. "Producer & Consumer Prices Nexus: ARDL Bounds Testing Approach." International Journal of Marketing Studies. 1, no. 2 (November. 2009): 9. Ray, Sarbapriya. "Testing Granger Causal Relationship between Macroeconomic Variables and Stock Price Behaviour: Evidence from India." Advances in Applied Economics and Finance (AAEF) (Copyright.) 3, no. 1 (2012.): 12. Salman, A. Khalik, and Ghazi Shukur. "Testing for Granger causality between industrial output and CPI in the presence of regime shift: Swedish data." Journal of Economic Studies. 31 (2004): 8. Sidaou, José, Carlos Capistrán, Daniel Chiquiar, and Manuel Ramos-Francia. "A note on the Predictive Content of the PPI over CPI inflation: The Case of Mexico." Banco de México. Working Papers, November 2009: 20.
url	http://hdl.handle.net/10818/12953
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dc.publisher.none.fl_str_mv	Universidad de la Sabana
dc.publisher.program.none.fl_str_mv	Economía y Finanzas Internacionales
dc.publisher.department.none.fl_str_mv	Escuela Internacional de Ciencias Económicas y Administrativas
publisher.none.fl_str_mv	Universidad de la Sabana
dc.source.none.fl_str_mv	Intellectum Repositorio Universidad de la Sabana Universidad de la Sabana
institution	Universidad de la Sabana
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spelling	Parra Amado, Daniellloa Donoso, Sandra VivianaEconomista con énfasis en Finanzas Internacionales.2015-01-21T17:03:50Z2015-01-21T17:03:50Z[2015]2015-01-21AKÇAY, Selçuk. "The Causal Relationship between Producer Price Index and Consumer." International Journal of Economics and Finance 3, no. 6 (November 2011): 6.Ansari, M. I., and S. M. Ahmed. "Does Money Matter? Evidence from Vector ErrorCorrection for México." The Journal of Developing Areas. 41, no. 1 (2007): 19.Banco de la República. "Informe al Congreso." Marzo 2013. http://www.dane.gov.co/files/investigaciones/fichas/cpi_sp.pdf.Bhattacharya, Prasad S., and Dimitrios D. Thomakos. "Forecasting industry-level CPI and IPP inflation: Does exchange rate pass-through matter?" Elsevier, 2007: 17.Blomberg, S. Brock, and Ethan S. Harris. "The Commodity–Consumer Price Connection: Fact or Fable?" Economic Policy Review 1, no. 3 (October 1995): 18.Caporale, Guglielmo Maria, Margarita Katsimi, and Nikitas Pittis. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence." Southern Economic Journal 68, no. 3 (January 2002): 10.Clark., Todd E. "Do producer prices lead consumer prices?." Economic Review, Federal Reserve Bank Of Kansas City, Kansas, 1995.Cushing, Matthew J., and Mary G. Mcgarvey. "Feedback between Wholesale and Consumer Price Inflation: A reexamination of the Evidence." Southern Economic Journal., April 1990: 14.DANE . "Manual del índice de precios al consumidor. Teoría y Práctica." 2006. http://www.dane.gov.co/files/investigaciones/fichas/cpi_sp.pdf (accessed Marzo 2013).Dorestani, Alireza, and Lari H. Arjomand. "An Empirical Study of the Relationship between Consumer and Producer Price Index: A Unit Root Test and Test of Cointegration." The Coastal Business Journal 5, no. 1 (2006): 6.Fahmi Ghazali, Mohd, Ooi Ai Yee, and Mohd Zulkifli Muha. "Do Producer Prices Cause Consumer Prices? Some Empirical Evidence." International Journal of Business and Management. 3, no. 11 (November 2008): 5.Gang, Fan, He Liping, and Hu Jiani. "CPI vs. PPI: Which drives which?." Frontiers of Economics in China. ( Springer ) 4 (2009.): 19.Kumar Tiwari, Aviral. "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain." Elservier, May 2012: 8.Kumar Tiwari, Aviral, Mihai Mutascu, and Alin Marius Andries. "Decomposing timefrequency relationship between producer price and consumer price indices in Romania through wavelet analysis." Elsevier, November 2012: 9.Kumar Tiwari, Aviral, Muhammad Shahbaz, and Iqbal Tahir Mohammad. "Does CPI Granger-Cause WPI? New Extensions from Frecuency Domain Approach in Pakistan." Edited by COMSATS Institude of Information Technology. MPRA Munich Personal RePEc Archive, May 2012: 17.Lutkepohl, Helmut. New Introduction To MultipleTime Series Analysis . Italy: Springer, 2010.Martinez R., Wilmer O., Edgar Caicedo G., and Evelyn J. Tique C. "Explorando la relación entre el IPC e IPP: El caso colombiano." Borradores de ECONOMÍA., Banco de la República., Bogotá., 2012, 36.Muhammad, Shahbaz. "Producer & Consumer Prices Nexus: ARDL Bounds Testing Approach." International Journal of Marketing Studies. 1, no. 2 (November. 2009): 9.Ray, Sarbapriya. "Testing Granger Causal Relationship between Macroeconomic Variables and Stock Price Behaviour: Evidence from India." Advances in Applied Economics and Finance (AAEF) (Copyright.) 3, no. 1 (2012.): 12.Ray, Sarbapriya. "Testing Granger Causal Relationship between Macroeconomic Variables and Stock Price Behaviour: Evidence from India." Advances in Applied Economics and Finance (AAEF) (Copyright.) 3, no. 1 (2012.): 12.Salman, A. Khalik, and Ghazi Shukur. "Testing for Granger causality between industrial output and CPI in the presence of regime shift: Swedish data." Journal of Economic Studies. 31 (2004): 8.Sidaou, José, Carlos Capistrán, Daniel Chiquiar, and Manuel Ramos-Francia. "A note on the Predictive Content of the PPI over CPI inflation: The Case of Mexico." Banco de México. Working Papers, November 2009: 20.http://hdl.handle.net/10818/1295330 páginas incluyen ilustraciones y diagramasEl 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/10818/12955Universidad de la SabanaEconomía y Finanzas InternacionalesEscuela Internacional de Ciencias Económicas y AdministrativasIntellectum Repositorio Universidad de la SabanaUniversidad de la SabanaÍndice de precios -- ColombiaConsumidores -- Economía -- ColombiaEconomía -- Aspectos sociológicosVínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.Thesisinfo:eu-repo/semantics/bachelorThesishttp://purl.org/coar/resource_type/c_7a1fspahttp://purl.org/coar/access_right/c_abf2ORIGINALGomez Abella (tesis).pdfGomez Abella (tesis).pdfVer documento en PDFapplication/pdf639302https://intellectum.unisabana.edu.co/bitstream/10818/12953/1/Gomez%20Abella%20%28tesis%29.pdfb979c2e057f8b73414ac0b32dc5f26b6MD51Gomez Abella (anexos).pdfGomez Abella (anexos).pdfapplication/pdf971962https://intellectum.unisabana.edu.co/bitstream/10818/12953/3/Gomez%20Abella%20%28anexos%29.pdf2bf2246df6e98bf11a6099a9a70ddd97MD53LICENSElicense.txtlicense.txttext/plain; charset=utf-8498https://intellectum.unisabana.edu.co/bitstream/10818/12953/2/license.txtf52a2cfd4df262e08e9b300d62c85cabMD52TEXTGomez Abella (tesis).pdf.txtGomez Abella (tesis).pdf.txtExtracted Texttext/plain30https://intellectum.unisabana.edu.co/bitstream/10818/12953/4/Gomez%20Abella%20%28tesis%29.pdf.txtd6539db349ddfb3a9169ad93457fe2a7MD54Gomez Abella (anexos).pdf.txtGomez Abella (anexos).pdf.txtExtracted Texttext/plain20https://intellectum.unisabana.edu.co/bitstream/10818/12953/5/Gomez%20Abella%20%28anexos%29.pdf.txt1ce16875dfcb2a5f27fbe1195d81a285MD5510818/12953oai:intellectum.unisabana.edu.co:10818/129532019-02-14 09:50:40.943Intellectum Universidad de la Sabanacontactointellectum@unisabana.edu.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

Vínculos estadísticos entre el índice de precios del consumidor (IPC) y del productor (IPP): una aproximación empírica para el caso colombiano.

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