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Aggregation Problems in Estimates of Armington Elasticities and Pass-Through Effects

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Author Info
Jorge Chami Batista (UFRJ)
Nelson Isaac Abrahão Junior (FGV)
Abstract

This article examines the level of aggregation problem for which Armington price elasticity of substitution and pass-through effects are usually estimated. On the basis of U.S. import data from 1995 to 2004 of wood products from Brazil and Mexico, it is argued that the usuallevels of aggregation used in the estimates for the elasticity of substitution are too high, since they tend to aggregate perfectly elastic products together with products whose elasticities vary from zero to any negative number. Analogously, the elasticity of relative prices with respect to the exchange rate, a measure of the pass-through effect, tends to be underestimated in the U.S. by the presence of homogeneous products whose prices are set in dollars and tend to equalize through arbitrage. Therefore, pricing-to-market estimates may be grossly overestimated for some industries in the U.S.

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Publisher Info
Article provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its journal Economia.

Volume (Year): 6 (2005)
Issue (Month): 2 ()
Pages: 329-355
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:anp:econom:v:6:y:2005:i:2:p:329-355

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Related research
Keywords: Homogeneous Products; Differentiated Product; Pass-Through; Pricing-to-Market; Law of One Price;

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Find related papers by JEL classification:
F10 - International Economics - - Trade - - - General
F14 - International Economics - - Trade - - - Country and Industry Studies of Trade
F31 - International Economics - - International Finance - - - Foreign Exchange
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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  1. Hamilton, Robert W & Whalley, John, 1985. "Geographically Discriminatory Trade Arrangements," The Review of Economics and Statistics, MIT Press, vol. 67(3), pages 446-55, August. [Downloadable!] (restricted)
  2. Reinert, Kenneth A. & Roland-Holst, David W., 1992. "Armington elasticities for United States manufacturing sectors," Journal of Policy Modeling, Elsevier, vol. 14(5), pages 631-639, October. [Downloadable!] (restricted)
  3. Richardson, J. David, 1978. "Some empirical evidence on commodity arbitrage and the law of one price," Journal of International Economics, Elsevier, vol. 8(2), pages 341-351, May. [Downloadable!] (restricted)
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    Other versions:
  5. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June. [Downloadable!] (restricted)
  6. Pinelopi K. Goldberg & Frank Verboven, 2001. "Market Integration and Convergence to the Law of One Price: Evidence from the European Car Market," NBER Working Papers 8402, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Thursby, Marie C. & Johnson, Paul R. & Grennes, Thomas J., 1986. "The law of one price and the modelling of disaggregated trade flows," Economic Modelling, Elsevier, vol. 3(4), pages 293-302, October. [Downloadable!] (restricted)
  8. Clinton R. Shiells & Kenneth A. Reinert, 1993. "Armington Models and Terms-of-Trade Effects: Some Econometric Evidence for North America," Canadian Journal of Economics, Canadian Economics Association, vol. 26(2), pages 299-316, May. [Downloadable!] (restricted)
  9. Yang, Jiawen, 1998. "Pricing-to-market in U.S. imports and exports: A time series and cross-sessional study," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(4), pages 843-861. [Downloadable!] (restricted)
  10. Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2000. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," NBER Working Papers 7681, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Kravis, Irving B. & Lipsey, Robert E., 1978. "Price behavior in the light of balance of payments theories," Journal of International Economics, Elsevier, vol. 8(2), pages 193-246, May. [Downloadable!] (restricted)
    Other versions:
  12. Kapuscinski, Cezary A. & Warr, Peter G., 1999. "Estimation of Armington elasticities: an application to the Philippines," Economic Modelling, Elsevier, vol. 16(2), pages 257-278, April. [Downloadable!] (restricted)
  13. Thomas Hatzichronoglou, 1997. "Revision of the High-Technology Sector and Product Classification," OECD Science, Technology and Industry Working Papers 1997/2, OECD, Directorate for Science, Technology and Industry. [Downloadable!]
  14. Isard, Peter, 1977. "How Far Can We Push the "Law of One Price"?," American Economic Review, American Economic Association, vol. 67(5), pages 942-48, December. [Downloadable!] (restricted)
  15. Giovanni P. Olivei, 2002. "Exchange rates and the prices of manufacturing products imported into the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Q 1, pages 3 - 18. [Downloadable!]
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