In current 2.4 and trunk branches in configure.ac file is added checking for "mkdir -p" and define MKDIR_P AC macro.
Seems it was added because someone had problem on some old autoconf create directories on make install target and looks like someone didn't know that for such operation is defined $(mkinstalldirs) variable.
$(mkinstalldirs) is present IIR even in autoconf 1.0.

Attached patch removes "AC_MSG_CHECKING(for mkdir -p candidate)" from configure.ac and adds using $(mkinstalldirs) in all necessary Makefile.am files.

Attached patch can be committed in 2.4 and trunk branches.