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

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

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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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Bibliographic Details
Main Authors: Cerquera Losada, Oscar Hernán, Murcia Arias, Juan Pablo, Conde Guzmán, Jonas
Format: Online
Language:eng
Published: Universidad Pedagógica y Tecnológica de Colombia 2018
Subjects:
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
Online Access:https://revistas.uptc.edu.co/index.php/cenes/article/view/6601
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