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Citations of
David Parsley

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Working papers

  1. Faccio, Mara & Parsley, Davie, 2007. "Sudden Deaths: Taking Stock of Geographic Ties," MPRA Paper 6042, University Library of Munich, Germany. [Downloadable!]
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    Cited by:

    1. Jay Pil Choi & Marcel Thum, 2007. "The Economics of Politically Connected Firms," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  2. Faccio, Mara & Parsley, David, 2006. "Sudden Deaths: Taking Stock of Political Connections," CEPR Discussion Papers 5460, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    Cited by:

    1. Alberto Chong & Mark Gradstein, 2007. "On the Determinants and Effects of Political Influence," RES Working Papers 4540, Inter-American Development Bank, Research Department. [Downloadable!]
    2. Alberto Chong & Mark Gradstein, 2007. "Sobre los determinantes y efectos de la influencia de politica (On the Determinants and Effects of Political Influence)," RES Working Papers 4541, Inter-American Development Bank, Research Department. [Downloadable!]

  3. Jeffrey A. Frankel & David C. Parsley & Shang-Jin Wei, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," NBER Working Papers 11199, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," CEPR Discussion Papers 5377, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Bussière, Matthieu & Peltonen, Tuomas, 2009. "Exchange rate pass-through in the global economy – the role of emerging market economies," BOFIT Discussion Papers 25/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    3. Emi Nakamura & Dawit Zerom, 2009. "Accounting for Incomplete Pass-Through," NBER Working Papers 15255, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007. "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers 2007-32, Kiel Institute for the World Economy. [Downloadable!]
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    5. Shin-ichi Fukuda & Masanori Ono, 2006. "On the Determinants of Exporters' Currency Pricing: History vs. Expectations," NBER Working Papers 12432, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Renzo Rossini & Marco Vega, 2007. "The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006," Working Papers 2007-017, Banco Central de Reserva del Perú. [Downloadable!]
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    7. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," RSCAS Working Papers 2007/26, European University Institute. [Downloadable!]
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    8. Christopher Gust & Nathan Sheets, 2007. "The adjustment of global external imbalances: does partial exchange rate pass-through to trade prices matter?," International Finance Discussion Papers 850, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    9. Reza Siregar & Siwei Goo, 2008. "Inflation Targeting Policy: The Experiences Of Indonesia And Thailand," CAMA Working Papers 2008-23, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    10. Jeffrey A. Frankel & David C. Parsley & Shang-Jin Wei, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," NBER Working Papers 11199, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Frankel, Jeffrey, 2005. "Contractionary Currency Crashes In Developing Countries," Working Paper Series rwp05-017, Harvard University, John F. Kennedy School of Government. [Downloadable!]
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    12. Ramón María-Dolores, 2008. "Exchange rate pass-through in new Member States and candidate countries of the EU," Banco de España Working Papers 0822, Banco de España. [Downloadable!]
    13. Gita Gopinath & Roberto Rigobon, 2006. "Sticky Borders," NBER Working Papers 12095, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    14. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004. "Large Devaluations and the Real Exchange Rate," NBER Working Papers 10986, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    15. Haroon Mumtaz & Özlem Oomen & Jian Wang, . "Exchange rate pass-through into UK import prices," Bank of England working papers 312, Bank of England. [Downloadable!]
    16. Barhoumi, Karim, 2006. "Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation," MPRA Paper 6573, University Library of Munich, Germany, revised 13 Oct 2007. [Downloadable!]
    17. Michele Ca’ Zorzi & Elke Hahn & Marcelo Sánchez, 2007. "Exchange rate pass-through in emerging markets," Working Paper Series 739, European Central Bank. [Downloadable!]
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    18. Marco Airaudo & Luis-Felipe Zanna, 2005. "Interest rate rules, endogenous cycles, and chaotic dynamics in open economies," International Finance Discussion Papers 849, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    19. Roberto Álvarez & Patricio Jaramillo & Jorge Selaive, 2008. "Exchange Rate Pass-Through into Import Prices: The Case of Chile," Working Papers Central Bank of Chile 465, Central Bank of Chile. [Downloadable!]
    20. Andrés González & Hernán Rincón & Norberto Rodríguez, . "La transmisión de los choques a la tasa de cambio sobre la inflación de los bienes importados en presencia de asimetrías," Borradores de Economia 532, Banco de la Republica de Colombia. [Downloadable!]
    21. Barry Eichengreen & Poonam Gupta & Ashoka Mody, 2006. "Sudden Stops and IMF-Supported Programs," NBER Working Papers 12235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    22. Jose Manuel Campa & Linda S. Goldberg, 2006. "Pass-through of exchange rates to consumption prices: what has changed and why," Staff Reports 261, Federal Reserve Bank of New York. [Downloadable!]
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    23. Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    24. Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers 138, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
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    25. Sushanta Mallick & Helena Marques, 2007. "Pass-through of Exchange Rate and Tariffs into Import Prices of India: Currency Depreciation versus Import Liberalisation," Working Papers 3, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research. [Downloadable!]
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    26. Goldberg, Linda S. & Campa, Jose M., 2006. "Distribution margins, imported inputs, and the insensitivity of the CPI to exchange rates," IESE Research Papers D/625, IESE Business School. [Downloadable!]
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    27. Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon, 2007. "Exchange rate pass-through to export prices: assessing some cross-country evidence," International Finance Discussion Papers 902, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    28. Miguel Fuentes, 2007. "Pass-Through to Import Prices: Evidence from Developing Countries," Documentos de Trabajo 320, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
    29. Carlos Eduardo Schönerward da Silva & Matías Vernengo, 2008. "The Decline of the Exchange Rate Pass-Through in Brazil: Explaining the ‘Fear of Floating’," Working Paper Series, Department of Economics, University of Utah 2008_11, University of Utah, Department of Economics. [Downloadable!]
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    30. Nicita, Alessandro, 2005. "Multilateral trade liberalization and Mexican households : the effect of the Doha development agenda," Policy Research Working Paper Series 3707, The World Bank. [Downloadable!]
    31. Jose De Gregorio. & Oscar Landerretche. & Christopher Neilson., 2007. "Another Pass-Through Bites the Dust? Oil Prices and Inflation," Working Papers Central Bank of Chile 417, Central Bank of Chile. [Downloadable!]
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    32. Andrés González & Hernán Rincóm & Norberto Rodríguez, 2008. "La transmisión de los choques a la tasa de cambio sobre la inflación," BORRADORES DE ECONOMIA 005089, BANCO DE LA REPÚBLICA. [Downloadable!]
    33. Ara Volkan & Cem Saatçioðlu & Levent Korap, 2007. "Impact of Exchange Rate Changes on Domestic Inflation: The Turkish Experience," Working Papers 2007/6, Turkish Economic Association, revised Aug 2007. [Downloadable!]
    34. María-Dolores, Ramon, 2009. "How different is the exchange rate pass-through in new member states of the EU? Some potential explanatory factors," Annals of Computational Economics 4698, Murcia University, DIGITUM. Universidad de Murcia. [Downloadable!]
    35. Korhonen, Iikka & Wachtel, Paul, 2005. "A note on exchange rate pass-through in CIS countries," BOFIT Discussion Papers 2/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    36. Andreas Billmeier & Dalia Hakura, 2008. "Trade Elasticities in the Middle East and Central Asia: What is the Role of Oil?," IMF Working Papers 08/216, International Monetary Fund. [Downloadable!]
    37. Kólver Hernández & Asli Leblebicioglu, 2008. "A Regime Switching Analysis of Exchange Rate Pass-through," Working Papers 08-17, University of Delaware, Department of Economics. [Downloadable!]
    38. Charles Freedman & Marianne Johnson & Jorge Iván Canales Kriljenko & Roberto Garcia-Saltos & Douglas Laxton, 2009. "Adding Latin America to the Global Projection Model," IMF Working Papers 09/85, International Monetary Fund. [Downloadable!]
    39. Karim BARHOUMI & Jamel JOUINI, 2008. "Revisiting the decline in the exchange rate pass-through: further evidence from developing countries," Economics Bulletin, Economics Bulletin, vol. 3(20), pages 1-10. [Downloadable!]
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  4. Parsley, David & Wei, Shang-Jin, 2004. "A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates," CEPR Discussion Papers 4486, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    1. Michael Funke & Jörg Rahn, 2005. "Just how Undervalued is the Chinese Renminbi," Quantitative Macroeconomics Working Papers 20504, Hamburg University, Department of Economics. [Downloadable!]
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    2. James Laurenceson & Kam Ki Tang, . "China’s Equilibrium Exchange Rate and Trade Balance: A Tale of Apples and Pirates," EAERG Discussion Paper Series 0805, School of Economics, University of Queensland, Australia. [Downloadable!]
    3. James Laurenceson & Kam Ki Tang, . "Measuring long-run equilibrium exchange rates using standardized products with different specifications," EAERG Discussion Paper Series 1105, School of Economics, University of Queensland, Australia. [Downloadable!]
    4. Frankel, Jeffrey, 2004. "On the Renminbi: The Choice between Adjustment under a Fixed Exchange Rate and Adustment under a Flexible Rate," Working Paper Series rwp04-037, Harvard University, John F. Kennedy School of Government. [Downloadable!]
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    5. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2008. "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Working Papers 0810, Department of Economics, Vanderbilt University. [Downloadable!]
    6. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2008. "Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information," Globalization and Monetary Policy Institute Working Paper 07, Federal Reserve Bank of Dallas. [Downloadable!]
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    7. Jeffrey A. Frankel & David C. Parsley & Shang-Jin Wei, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," NBER Working Papers 11199, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Hirsch, Barry, 2008. "Wage Gaps Large and Small," IZA Discussion Papers 3375, Institute for the Study of Labor (IZA). [Downloadable!]
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    9. Michael Funke & Jorg Rahn, 2004. "By How Much Is The Chinese Renminbi Undervalued?," Money Macro and Finance (MMF) Research Group Conference 2004 40, Money Macro and Finance Research Group. [Downloadable!]
    10. Gita Gopinath & Pierre-Olivier Gourinchas & Chang-Tai Hsieh & Nicholas Li, 2009. "Estimating the Border Effect: Some New Evidence," NBER Working Papers 14938, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Giorgio Fazio & Peter McAdam & Ronald MacDonald, 2007. "Disaggregate Real Exchange Rate Behaviour," Open Economies Review, Springer, vol. 18(4), pages 389-404, September. [Downloadable!] (restricted)
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    12. Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics. [Downloadable!]
    13. Christian Broda & David E. Weinstein, 2008. "Understanding International Price Differences Using Barcode Data," NBER Working Papers 14017, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Fougere, Denis & Gautier, Erwan & Le Bihan, Herve, 2008. "Restaurant Prices And The Minimum Wage," Working Papers 44084, American Association of Wine Economists. [Downloadable!]
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    15. Kenneth W. Clements & Yihui Lan, 2005. "How Long is the Long Run? Evidence from the Foreign Exchange Market," Economics Discussion / Working Papers 05-03, The University of Western Australia, Department of Economics. [Downloadable!]

  5. Amar Gande & David Parsley, 2003. "News Spillovers in the Sovereign Debt Market," Working Papers 062003, Hong Kong Institute for Monetary Research. [Downloadable!]
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    Cited by:

    1. Eli M. Remolona & Michela Scatigna & Eliza Wu, 2008. "A ratings-based approach to measuring sovereign risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 26-39. [Downloadable!]
    2. Ullrich, Katrin, 2006. "Market discipline and the use of government bonds as collateral in the EMU," ZEW Discussion Papers 06-46, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    3. Galina Hale, 2005. "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over," The Institute for International Integration Studies Discussion Paper Series iiisdp062, IIIS. [Downloadable!]
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    4. Moser, Christoph, 2007. "The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 24, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    5. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    6. Jochen R. Andritzky & Geoffrey J. Bannister & Natalia T. Tamirisa, 2005. "The Impact of Macroeconomic Announcements on Emerging Market Bonds," IMF Working Papers 05/83, International Monetary Fund. [Downloadable!]
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  6. David Parsley, 2002. "Accounting for Real Exchange Rate Changes in East Asia," International Finance 0211003, EconWPA. [Downloadable!]
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    1. Enrique G. Mendoza, 2002. "Why Should Emerging Economies Give up National Currencies: A Case for 'Institutions Substitution'," NBER Working Papers 8950, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Enrique G. Mendoza, 2006. "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," IMF Working Papers 06/88, International Monetary Fund. [Downloadable!]
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    3. Cristina Arellano & Enrique Mendoza, 2002. "Fricciones crediticias y 'paradas repentinas' en pequeñas economías abiertas: un marco de equilibrio del ciclo económico para crisis en mercados emergentes," RES Working Papers 4308, Inter-American Development Bank, Research Department. [Downloadable!]
    4. Enrique Mendoza, 2002. "¿Por qué deben las economías emergentes renunciar a su moneda nacional? El argumento a favor," RES Working Papers 4310, Inter-American Development Bank, Research Department. [Downloadable!]
    5. David C. Parsley, 2003. "Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 99-107. [Downloadable!]
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    6. Cristina Arellano & Enrique Mendoza, 2002. "Credit Frictions and 'Sudden Stops' in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises," RES Working Papers 4307, Inter-American Development Bank, Research Department. [Downloadable!]
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    7. Menzie Chinn, 2006. "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," Open Economies Review, Springer, vol. 17(1), pages 115-143, January. [Downloadable!] (restricted)
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    8. Masao Ogaki & Sungwook Park, 2007. "Long-run real exchange rate changes and the properties of the variance of k-differences," Working Papers 07-05, Ohio State University, Department of Economics. [Downloadable!]
    9. David C. Parsley & Shang-Jin Wei, 2003. "The Micro-foundations of Big Mac Real Exchange Rates," IEHAS Discussion Papers 0306, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
    10. Guy Meredith, 2007. "Debt Dynamics and Global Imbalances: Some Conventional Views Reconsidered," IMF Working Papers 07/4, International Monetary Fund. [Downloadable!]

  7. David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance 0211001, EconWPA. [Downloadable!]

    Cited by:

    1. Júnior, José L. R., 2008. "Exchange Rate Exposure, Foreign Currency Debt and the Use of Derivatives: Evidence from Brazil," Ibmec Working Papers wpe_139, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

  8. David Parsley, 2002. "Pricing in International Markets: a 'Small-Country' Benchmark," International Finance 0211002, EconWPA. [Downloadable!]
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    1. Jeffrey A. Frankel & David C. Parsley & Shang-Jin Wei, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," NBER Working Papers 11199, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Sarah Guillou & Stefano Schiavo, 2007. "Export prices and increasing world competition: evidence from French, German, and Italian pricing behavior," Documents de Travail de l'OFCE 2007-25, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    3. Craig R. Parsons & Kiyotaka Sato, 2008. "New estimates of exchange rate pass-through in Japanese exports

      An earlier version of this paper was presented at the 10th International Conven," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 174-183. [Downloadable!]

  9. David Parsley Shang-Jin Wei, 2002. "Currency Arrangements And Goods Market Integration: A Price Based Approach," International Finance 0211004, EconWPA. [Downloadable!]

    Cited by:

    1. John H. Rogers, 2002. "Monetary union, price level convergence, and inflation: how close is Europe to the United States?," International Finance Discussion Papers 740, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Michael B. Devereux & Charles Engel, 2005. "Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy," Working Papers 082005, Hong Kong Institute for Monetary Research. [Downloadable!]
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    3. Yuriy Gorodnichenko & Linda Tesar, 2005. "A Re-Examination of the Border Effect," NBER Working Papers 11706, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Michael B. Devereux & Charles Engel, 2006. "Expenditure switching versus real exchange rate stabilization - competing objectives for exchange rate policy," Working Paper Series 614, European Central Bank. [Downloadable!]
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    5. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003. [Downloadable!]
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    6. Paul R. Bergin & Reuven Glick, 2006. "Global price dispersion: are prices converging or diverging?," Working Paper Series 2006-50, Federal Reserve Bank of San Francisco. [Downloadable!]
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    7. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," Journal of Economic Literature, American Economic Association, vol. 42(3), pages 691-751, September. [Downloadable!] (restricted)
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  10. David Parsley & Helen Popper, 2002. "Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia," Working Papers 172002, Hong Kong Institute for Monetary Research. [Downloadable!]

    Cited by:

    1. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008. [Downloadable!]

  11. David C. Parsley, 2001. "Exchange Rate Pass-Through in a Small Open Economy: Panel Evidence from Hong Kong," Working Papers 102001, Hong Kong Institute for Monetary Research. [Downloadable!]
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    Cited by:

    1. Mehrotra, Aaron, 2005. "Exchange and interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China," BOFIT Discussion Papers 17/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  12. David C. Parsley & Shang-Jin Wei, 2001. "Limiting Currency Volatility to Stimulate Goods Market Integration: A Price Based Approach," NBER Working Papers 8468, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government. [Downloadable!]
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    2. Nils Bjorksten & Anne-Marie Brook, 2002. "Exchange rate strategies for small open developed economies such as New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 65, March. [Downloadable!]
    3. Romano, Donato, 2006. "Agriculture in the Age of Globalization," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25253, International Association of Agricultural Economists. [Downloadable!]
    4. Frankel, Jeffrey, 2004. "Real Convergence and Euro Adoption in Central and Eastern Europe: Trade and Business Cycle Correlations as Endogenous Criteria for Joining EMU," Working Paper Series rwp04-039, Harvard University, John F. Kennedy School of Government. [Downloadable!]
    5. James Yetman, 2003. "Currency Unions, Trade Flows, and Capital Flows," Working Papers 182003, Hong Kong Institute for Monetary Research. [Downloadable!]
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    6. Charles Engel, 2002. "Expenditure Switching and Exchange Rate Policy," NBER Working Papers 9016, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Amar Gande & David Parsley, 2003. "News Spillovers in the Sovereign Debt Market," Working Papers 062003, Hong Kong Institute for Monetary Research. [Downloadable!]
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    8. Richard Friberg, 2003. "Common Currency, Common Market?," IEHAS Discussion Papers 0305, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
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    9. Charles Engel, 2002. "The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy..," NBER Working Papers 8725, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Richard E. Baldwin & Robert Anderton & Daria Taglioni, 2003. "The impact of monetary union on trade prices," Working Paper Series 238, European Central Bank. [Downloadable!]
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    11. Salvador Gil-Pareja & Simón Sosvilla-Rivero, . "Price Convergence in the European Car Market," Working Papers 2005-22, FEDEA. [Downloadable!]
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    12. Robertson, Raymond, 2004. "Defining North American Economic Integration," North American Agrifood Integration: Situation and Perspectives, May 2004, Cancun, Mexico 16732, Farm Foundation. [Downloadable!]
    13. Fischer, Christoph, 2009. "Price convergence in the EMU? Evidence from micro data," Discussion Paper Series 1: Economic Studies 2009,06, Deutsche Bundesbank, Research Centre. [Downloadable!]
    14. Philipp Maier, 2005. "A `Global Village' without borders? International price differentials at eBay," DNB Working Papers 044, Netherlands Central Bank, Research Department. [Downloadable!]
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    15. Matthias Lutz, 2003. "Price Convergence under EMU? First Estimates," University of St. Gallen Department of Economics working paper series 2003 2003-08, Department of Economics, University of St. Gallen. [Downloadable!]
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    16. Thomas Mathä, 2003. "What to Expect of the Euro? Analysing Price Differences of Individual Products in Luxembourg and its Surrounding Regions," ERSA conference papers ersa03p70, European Regional Science Association. [Downloadable!]
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    17. Guenter W. Beck, 2003. "Nominal Exchange Rate Regimes and Relative Price Dispersion: On the Importance of Nominal Exchange Rate Volatility for the Width of the Border," CFS Working Paper Series 2003/45, Center for Financial Studies. [Downloadable!]
    18. Andrén, Niclas & Oxelheim, Lars, 2006. "Producer Prices in the Transition to a Common Currency," Working Paper Series 668, Research Institute of Industrial Economics. [Downloadable!]
    19. Virgiliu Midrigan, 2005. "International Price Dispersion in State-Dependent Pricing Models," International Finance 0511001, EconWPA. [Downloadable!]
    20. Eduardo Borensztein & Paolo Mauro & Andrew Berg, 2002. "An Evaluation of Monetary Regime Options for Latin America," IMF Working Papers 02/211, International Monetary Fund. [Downloadable!]
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  13. David C. Parsley & Shang-Jin Wei, 2000. "Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography," NBER Working Papers 7836, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    1. Christos Cabolis & Sofronis Clerides & Ioannis Ioannou & Daniel Senft, 2005. "A Textbook Example of International Price Discrimination," University of Cyprus Working Papers in Economics 3-2005, University of Cyprus Department of Economics. [Downloadable!]
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    2. John Romalis, 2004. "Factor Proportions and the Structure of Commodity Trade," American Economic Review, American Economic Association, vol. 94(1), pages 67-97, March. [Downloadable!]
    3. Mario J. Crucini & Chris I. Telmer & Marios Zachariadis, 2005. "Understanding European Real Exchange Rates," American Economic Review, American Economic Association, vol. 95(3), pages 724-738, June. [Downloadable!]
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    4. Frankel, Jeffrey, 2004. "Real Convergence and Euro Adoption in Central and Eastern Europe: Trade and Business Cycle Correlations as Endogenous Criteria for Joining EMU," Working Paper Series rwp04-039, Harvard University, John F. Kennedy School of Government. [Downloadable!]
    5. Arturo Bris & Augusto Rupérez-Micola, 2008. "Separated by a Common Currency? Evidence from the Euro Changeover," Economics Working Papers 1086, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    6. Charles Engel, 2002. "Expenditure Switching and Exchange Rate Policy," NBER Working Papers 9016, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Yin-Wong Cheung & Kon S. Lai, 2006. "A Reappraisal of the Border Effect on Relative Price Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    8. Emi Nakamura & Dawit Zerom, 2009. "Accounting for Incomplete Pass-Through," NBER Working Papers 15255, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Michael B. Devereux & Charles Engel, 2005. "Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy," Working Papers 082005, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    10. Yin-wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," Working Papers 192005, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    11. John Pippenger, 2002. "A Better Measure of Relative Volatility," University of California at Santa Barbara, Economics Working Paper Series 9-02, Department of Economics, UC Santa Barbara. [Downloadable!]
    12. Jeffrey A. Frankel, 2008. "The Estimated Effects of the Euro on Trade: Why Are They Below Historical Effects of Monetary Unions Among Smaller Countries?," NBER Working Papers 14542, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Michael B. Devereux & Charles Engel & Peter E. Storgaard, 2003. "Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance," IEHAS Discussion Papers 0304, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
      Other versions:
    14. Flodén, Martin & Wilander, Fredrik, 2004. "State Dependent Pricing and Exchange Rate Pass-Through," Working Paper Series 174, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    15. Yuriy Gorodnichenko & Linda Tesar, 2005. "A Re-Examination of the Border Effect," NBER Working Papers 11706, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    16. Lilia Cavallari, 2007. "A Macroeconomic Model of Entry with Exporters and Multinationals," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
    17. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," NBER Working Papers 10480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    18. Llad Phillips & John Pippenger, 2005. "Some Pitfalls in Testing the Law of One Price in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series wp4-05, Department of Economics, UC Santa Barbara. [Downloadable!]
    19. Jian Wang, 2007. "Home bias, exchange rate disconnect, and optimal exchange rate policy," Working Papers 0701, Federal Reserve Bank of Dallas. [Downloadable!]
    20. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004. "Large Devaluations and the Real Exchange Rate," NBER Working Papers 10986, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    21. Wolfram Berger & Helmut Wagner, 2006. "International Policy Coordination and Simple Monetary Policy Rules," IMF Working Papers 06/164, International Monetary Fund. [Downloadable!]
    22. George Alessandria, 2005. "Consumer search, price dispersion, and international relative price volatility," Working Papers 05-9, Federal Reserve Bank of Philadelphia. [Downloadable!]
    23. Joanna Wolszczak-Derlacz & Rembert De Blander, 2009. "Price convergence in the European Union and in the New Member States," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 40(2), pages 37-59. [Downloadable!]
    24. Richard E. Baldwin, 2006. "The euro's trade effect," Working Paper Series 594, European Central Bank. [Downloadable!]
    25. Michael B. Devereux & Charles Engel, 2006. "Expenditure switching versus real exchange rate stabilization - competing objectives for exchange rate policy," Working Paper Series 614, European Central Bank. [Downloadable!]
      Other versions:
    26. Combes, Pierre-Philippe & Lafourcade, Miren & Mayer, Thierry, 2003. "Can Business and Social Networks Explain the Border Effect Puzzle?," CEPR Discussion Papers 3750, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    27. Charles Engel, 2002. "The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy..," NBER Working Papers 8725, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    28. Christian Broda & David E. Weinstein, 2008. "Understanding International Price Differences Using Barcode Data," NBER Working Papers 14017, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    29. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    30. Alexander Mihailov, 2003. "When and How Much Does a Peg Increase Trade? The Role of Trade Costs and Import Demand Elasticity under Monetary Uncertainty," Economics Discussion Papers 567, University of Essex, Department of Economics. [Downloadable!]
      Other versions:
    31. David C. Parsley & Shang-Jin Wei, 2004. "A Price Based Approach To Estimate The Effects Of Monetary Arrangements On Trade Integration," Development Working Papers 185, Centro Studi Luca d\'Agliano, University of Milano. [Downloadable!]
    32. John Pippenger, 2007. "Strictly Speaking, the Law of One Price Works in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series 17-07, Department of Economics, UC Santa Barbara. [Downloadable!]
    33. Joanna Wolszczak-Derlacz, 2008. "Price convergence in the EU—an aggregate and disaggregate approach," International Economics and Economic Policy, Springer, vol. 5(1), pages 25-47, July. [Downloadable!] (restricted)
    34. P.H. Franses & D.J. van Dijk, 2002. "A simple test for PPP among traded goods," Econometric Institute Report 255, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    35. Thomas M Fullerton Jr & Roberto Coronado, 2004. "Restaurant Prices and the Mexican Peso," International Finance 0403004, EconWPA. [Downloadable!]
      Other versions:
    36. Jianhong Zhang & Arjen Witteloostuijn, 2004. "Economic openness and trade linkages of China: An empirical study of the determinants of chinese trade intensities from 1993 to 1999," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 140(2), pages 254-281, June. [Downloadable!] (restricted)
    37. Lilia Cavallari, 2004. "Optimal monetary rules and internationalized production," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 175-186. [Downloadable!]
    38. Giancarlo Corsetti & Luca Dedola, 2002. "Macroeconomics of international price discrimination," International Finance Discussion Papers 744, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    39. Guenter W. Beck, 2003. "Nominal Exchange Rate Regimes and Relative Price Dispersion: On the Importance of Nominal Exchange Rate Volatility for the Width of the Border," CFS Working Paper Series 2003/45, Center for Financial Studies. [Downloadable!]
    40. Marios Zachariadis, . "Productivity and Prices in Europe: Micro-Evidence for the Period 1975 to 1990," Departmental Working Papers 2004-06, Department of Economics, Louisiana State University. [Downloadable!]
      Other versions:
    41. Dr Peter Kenen, 2002. "Currency Unions and Trade: Variations on Themes by Rose and Persson," Reserve Bank of New Zealand Discussion Paper Series DP2002/08, Reserve Bank of New Zealand. [Downloadable!]
    42. John Pippenger, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series 03-04, Department of Economics, UC Santa Barbara. [Downloadable!]
    43. Yin-Wong Cheung & Kon S. Lai, 2009. "A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility," Working Papers 212009, Hong Kong Institute for Monetary Research. [Downloadable!]
    44. David C. Parsley & Shang-Jin Wei, 2003. "The Micro-foundations of Big Mac Real Exchange Rates," IEHAS Discussion Papers 0306, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
    45. Virgiliu Midrigan, 2005. "International Price Dispersion in State-Dependent Pricing Models," International Finance 0511001, EconWPA. [Downloadable!]
    46. Frankel, Jeffrey, 2008. "Should Eastern European Countries Join the Euro? A Review and Update of Trade Estimates and Consideration of Endogenous OCA Criteria," Working Paper Series rwp08-059, Harvard University, John F. Kennedy School of Government. [Downloadable!]
    47. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Working Papers 072005, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:

  14. David C. Parsley & Shang-Jin Wei, 1999. "Border, Border, Wide and Far, How We Wonder What You Are," CID Working Papers 25, Center for International Development at Harvard University. [Downloadable!]
    Other versions:

    Cited by:

    1. Charles Engel & John H. Rogers, 2000. "Deviations from purchasing power parity: causes and welfare costs," International Finance Discussion Papers 666, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:

  15. David C. Parsley & Shang-Jin Wei, 1996. "Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations," NBER Working Papers 5654, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Genevieve Boyreau-Debray & Shang-Jin Wei, 2005. "Pitfalls of a State-Dominated Financial System: The Case of China," NBER Working Papers 11214, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Michael Noel & Emek Basker, 2007. "The Evolving Food Chain: Competitive Effects of Wal-Mart's Entry Into The Supermarket Industry," University of California at San Diego, Economics Working Paper Series 2007-03, Department of Economics, UC San Diego. [Downloadable!]
      Other versions:
    3. 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:
    4. David C. Parsley & Shang-Jin Wei, 2001. "Limiting Currency Volatility to Stimulate Goods Market Integration: A Price Based Approach," NBER Working Papers 8468, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Charles Engle & John Rogers, 1998. "Relative price volatility: what role does the border play?," International Finance Discussion Papers 623, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    6. Ana María Iregui & Jesús Otero, 2008. "Testing The Law Of One Price In Food Markets: Evidence For Colombia Using Disaggregated Data," DOCUMENTOS DE TRABAJO 005102, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    7. Glushchenko Konstantin, . "Integration of the Russian Market. Empirical Analysis," EERC Working Paper Series 04-06e, EERC Research Network, Russia and CIS. [Downloadable!]
    8. Margarida Duarte & Alexander Wolman, 2002. "Regional inflation in a currency union: fiscal policy vs. fundamentals," Working Paper Series 180, European Central Bank. [Downloadable!]
      Other versions:
    9. Gluschenko, Konstantin & Kulighina, Darya, 2006. "Assessing a feasible degree of product market integration. (A pilot analysis)," BOFIT Discussion Papers 3/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    10. Joshua Aizenman, 2000. "Endogenous Pricing to Market and Financing Costs," NBER Working Papers 7914, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Konstantin Gluschenko, 2004. "Analysing changes in market integration through a cross-sectional test for the law of one price," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 135-149. [Downloadable!]
    12. John H. Rogers, 2002. "Monetary union, price level convergence, and inflation: how close is Europe to the United States?," International Finance Discussion Papers 740, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    13. Keller, Wolfgang & Shiue, Carol Hua, 2008. "Tariffs, Trains, and Trade: The Role of Institutions versus Technology in the Expansion of Markets," CEPR Discussion Papers 6759, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    14. Konstantin Gluschenko, 2005. "Inter-Regional Price Convergence and Market Integration in Russia," Urban/Regional 0504002, EconWPA. [Downloadable!]
      Other versions:
    15. Andrew K. Rose & Charles Engel, 2000. "Currency Unions and International Integration," NBER Working Papers 7872, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    16. Mario J. Crucini & Mototsugu Shintani, 2002. "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Working Papers 0222, Department of Economics, Vanderbilt University, revised Jul 2004. [Downloadable!]
      Other versions:
    17. Gluschenko, Konstantin, 2002. "Market Integration in Russia During the Transformation Years," Economics Series 116, Institute for Advanced Studies. [Downloadable!]
      Other versions:
    18. Yuriy Gorodnichenko & Linda Tesar, 2005. "A Re-Examination of the Border Effect," NBER Working Papers 11706, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    19. Günter W. Beck & Axel A. Weber, 2005. "Inflation Rate Dispersion and Convergence in Monetary and Economic Unions: Lessons for the ECB," CFS Working Paper Series 2005/31, Center for Financial Studies. [Downloadable!]
    20. Margarida Duarte, 2003. "The euro and inflation divergence in Europe," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-70. [Downloadable!]
    21. Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1999. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," Working Papers 99-01, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    22. Nigel F.B. Allington & Paul A. Kattuman & Florian A. Waldmann, 2005. "One Market, One Money, One Price?," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December. [Downloadable!]
    23. Charles Engel & Michael K. Hendrickson & John H. Rogers, 1997. "Intra-National, Intra-Continental, and Intra-Planetary PPP," NBER Working Papers 6069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    24. Susanto, Dwi & Rosson, C. Parr & Adcock, Flynn, 2007. "Market Integration in the North American Onion Markets: An Empirical Analysis Using Panel Data," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34897, Southern Agricultural Economics Association. [Downloadable!]
    25. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers) 575, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    26. Llad Phillips & John Pippenger, 2005. "Some Pitfalls in Testing the Law of One Price in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series wp4-05, Department of Economics, UC Santa Barbara. [Downloadable!]
    27. Alexander W. Hoffmaister, 2006. "Barriers to Retail Competition and Prices: Evidence from Spain," IMF Working Papers 06/231, International Monetary Fund. [Downloadable!]
    28. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," Statistics and Econometrics Working Papers ws080101, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    29. Ritola, Maria, 2008. "Price convergence and geographic dimension of market integration: Evidence from China," BOFIT Discussion Papers 13/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    30. Parsley, David C. & Shang-Jin Wei, 1999. "Border, border, wide and far, how we wonder what you are," Policy Research Working Paper Series 2217, The World Bank. [Downloadable!]
      Other versions:
    31. David C. Parsley & Shang-Jin Wei, 2000. "Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography," NBER Working Papers 7836, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    32. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2009. "The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices," NBER Working Papers 14835, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    33. Joanna Wolszczak-Derlacz & Rembert De Blander, 2009. "Price convergence in the European Union and in the New Member States," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 40(2), pages 37-59. [Downloadable!]
    34. Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," Working Paper 99-21, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    35. Matthew Higgins & Egon Zakrajsek, 2000. "Purchasing power parity: three stakes through the heart of the unit root null," Finance and Economics Discussion Series 2000-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    36. Daniel Berkowitz & David N. DeJong, 2002. "Integration: An Empirical Assessment of Russia," William Davidson Institute Working Papers Series 488, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    37. Konstantin Gluschenko, 2004. "The Law of one Price in the Russian Economy," LICOS Discussion Papers 15204, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
    38. Andrea Vaona, 2006. "Merging the Purchasing Power Parity and the Phillips Curve Literatures: Regional Evidence from Italy," Working Papers 33, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
      Other versions:
    39. Charles Engel & John H. Rogers, 2000. "Violating the Law of One Price: Should We Make a Federal Case Out of It?," Discussion Papers in Economics at the University of Washington 0027, Department of Economics at the University of Washington. [Downloadable!]
      Other versions:
    40. Allington, Nigel FB & Kattuman, Paul A & Waldmann, Florian A, 2005. "One Market, One Money, One Price?," MPRA Paper 835, University Library of Munich, Germany. [Downloadable!]
    41. Michael PEDERSEN, 2002. "Does the Purchasing Power Parity Hold Within the US?," Economics Working Papers ECO2002/18, European University Institute. [Downloadable!]
    42. Jonathan Haskel & Holger Wolf, 2001. "The Law of One Price -- A Case Study," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    43. Lutz Kilian & Tao Zha, 2002. "Quantifying the uncertainty about the half-life of deviations from PPP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 107-125. [Downloadable!]
    44. Glushchenko Konstantin, 2002. "Common Russian Market: Myth rather than Reality," EERC Working Paper Series 01-11e, EERC Research Network, Russia and CIS. [Downloadable!]
    45. Christian Broda & David E. Weinstein, 2008. "Understanding International Price Differences Using Barcode Data," NBER Working Papers 14017, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    46. Enrique Alberola & José M. Marqués, 1999. "On the Relevance and Nature of Regional Inflation Differentials: the Case of Spain," Banco de España Working Papers 9913, Banco de España. [Downloadable!]
      Other versions:
    47. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    48. Emek Basker, 2004. "Selling a Cheaper Mousetrap: Wal-Marts Effect on Retail Prices," Working Papers 0401, Department of Economics, University of Missouri, revised 16 Mar 2004. [Downloadable!]
      Other versions:
    49. Juuso Vataja, 2001. "On the interdependence of Finnish and Swedish newsprint prices," Finnish Economic Papers, Finnish Economic Association, vol. 14(2), pages 120-130, Autumn. [Downloadable!]
    50. Farley Grubb, 2008. "Testing for the Economic Impact of the U.S. Constitution: Purchasing Power Parity across the Colonies versus across the States, 1748-1811," NBER Working Papers 13836, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    51. Wolfgang Keller & Carol H. Shiue, 2008. "Institutions, Technology, and Trade," NBER Working Papers 13913, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    52. Samarjit Das & Kaushik Bhattacharya, 2008. "Price convergence across regions in India," Empirical Economics, Springer, vol. 34(2), pages 299-313, March. [Downloadable!] (restricted)
      Other versions:
    53. Giovanni Arese-Visconti, 2002. "Labor-Cost Effects on Relative Prices between Regions of a Monetary Union: Implications for the EMU," Econometrics Working Papers Archive wp2002_20, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    54. Ming Chien Lo & Eric Zivot, 1999. "Threshold Cointegration and Nonlinear Adjustment to the Law of One Price," Working Papers 0030, University of Washington, Department of Economics. [Downloadable!]
      Other versions:
    55. David C. Parsley & Shang-Jin Wei, 2004. "A Price Based Approach To Estimate The Effects Of Monetary Arrangements On Trade Integration," Development Working Papers 185, Centro Studi Luca d\'Agliano, University of Milano. [Downloadable!]
    56. John Pippenger, 2007. "Strictly Speaking, the Law of One Price Works in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series 17-07, Department of Economics, UC Santa Barbara. [Downloadable!]
    57. Philipp Maier, 2005. "A `Global Village' without borders? International price differentials at eBay," DNB Working Papers 044, Netherlands Central Bank, Research Department. [Downloadable!]
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    58. Kit Pong Wong, 2002. "Export-Flexible Firms And Forward Markets," International Economic Journal, Korean International Economic Association, vol. 16(3), pages 81-95, October. [Downloadable!] (restricted)
    59. Josep LluÍs Carrion-I-Silvestre & Tomás Del Barrio & Enrique López-Bazo, 2004. "Evidence on the purchasing power parity in a panel of cities," Applied Economics, Taylor and Francis Journals, vol. 36(9), pages 961-966, May. [Downloadable!] (restricted)
      Other versions:
    60. David Parsley Shang-Jin Wei, 2002. "Currency Arrangements And Goods Market Integration: A Price Based Approach," International Finance 0211004, EconWPA. [Downloadable!]
    61. Margarida Duarte & Alexander L. Wolman, 2003. "Fiscal policy and regional inflation in a currency union," Working Paper 03-11, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    62. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics. [Downloadable!]
      Other versions:
    63. Istvan Konya & Hiroshi Ohashi, 2005. "International Consumption Patterns among High-income Countries: Evidence from the OECD Data," CIRJE F-Series CIRJE-F-327, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
      Other versions:
    64. Maurice Obstfeld & Alan M. Taylor, 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," NBER Working Papers 6053, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    65. Knittel, Christopher & Wolfram, Catherine & Bushnell, James & Borenstein, Severin, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Working Papers 06-30, University of California at Davis, Department of Economics. [Downloadable!]
    66. Roger H. Gordon & James R. Hines Jr., 2002. "International Taxation," NBER Working Papers 8854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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      • Gordon, Roger H. & Hines, James Jr, 2002. "International taxation," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 28, pages 1935-1995 Elsevier. [Downloadable!] (restricted)
    67. Gluschenko, Konstantin, 2006. "Russia’s common market takes shape: Price convergence and market integration among Russian regions," BOFIT Discussion Papers 7/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    68. Thomas Mathä, 2003. "What to Expect of the Euro? Analysing Price Differences of Individual Products in Luxembourg and its Surrounding Regions," ERSA conference papers ersa03p70, European Regional Science Association. [Downloadable!]
      Other versions:
    69. Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008. "Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities," Working Papers XREAP2008-8, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008. [Downloadable!]
    70. Guenter W. Beck, 2003. "Nominal Exchange Rate Regimes and Relative Price Dispersion: On the Importance of Nominal Exchange Rate Volatility for the Width of the Border," CFS Working Paper Series 2003/45, Center for Financial Studies. [Downloadable!]
    71. Kausik Chaudhuri & Jeffrey Sheen, . "Purchasing Power Parity Across States and Goods Within Australia," Working Papers 2001-2, University of Sydney, Department of Economics. [Downloadable!]
      Other versions:
    72. Michele Fratianni, 2004. "Borders and the Constraints on Globalization," Working Papers 2004-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
      Other versions:
    73. Daniel Aaronson, 1997. "Price pass-through and minimum wages," Working Paper Series, Macroeconomic Issues WP-97-03, Federal Reserve Bank of Chicago. [Downloadable!]
    74. Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335. [Downloadable!]
    75. Thomas Mathä, 2009. "Regional Mc parity: do common pricing points reduce deviations from the law of one price?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(1), pages 155-166, April. [Downloadable!] (restricted)
      Other versions:
    76. Matthew Higgins & Egon Zakrajsek, 1999. "Purchasing power parity: three stakes through the heart of the unit root null," Staff Reports 80, Federal Reserve Bank of New York. [Downloadable!]
    77. Jose M. Campa & Holger C. Wolf, 1997. "Is Real Exchange Rate Mean Reversion Caused By Arbitrage?," NBER Working Papers 6162, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    78. David C. Parsley & Shang-Jin Wei, 2003. "The Micro-foundations of Big Mac Real Exchange Rates," IEHAS Discussion Papers 0306, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
    79. Joan Costa-i-Font & Ramon Tremosa-i-Balcells, . "Spanish Regions and the Macroeconomic Benefits of European Monetary Union (EMU)," Studies on the Spanish Economy 89, FEDEA. [Downloadable!]
    80. Axel Dreher & Tim Krieger, 2005. "Do gasoline prices converge in a unified Europe with non-harmonized tax rates?," KOF Working papers 05-114, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
      Other versions:
    81. Axel A. Weber & Günter W. Beck, 2005. "Price Stability, Inflation Convergence and Diversity in EMU: Does One Size Fit All?," CFS Working Paper Series 2005/30, Center for Financial Studies. [Downloadable!]
    82. Isabelle Méjean & Cyrille Schwellnus, 2009. "Price Convergence in the European Union: Within Firms or Composition of Firms?," Working Papers hal-00354190_v1, HAL. [Downloadable!]
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    83. Daniel Berkowitz & David N. DeJong, 2000. "The Evolution of Market Integration in Russia," William Davidson Institute Working Papers Series 334, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
      Other versions:
    84. Jose Campa & Holger Wolf, 1998. "Goods arbitrage and real exchange rate stationarity," Working Papers 29, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    85. Genevieve Boyreau-Debray & Shang-Jin Wei, 2004. "Can China Grow Faster? A Diagnosis on the Fragmentation of the Domestic Capital Market," IMF Working Papers 04/76, International Monetary Fund. [Downloadable!]

  16. Shang-Jin Wei & David C. Parsley, 1995. "Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits," NBER Working Papers 5032, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Pinelopi K. Goldberg & Michael M. Knetter, 1996. "Goods Prices and Exchange Rates: What Have We Learned?," NBER Working Papers 5862, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Peter Hooper & Elizabeth Vrankovich, 1995. "International comparisons of the levels of unit labor costs in manufacturing," International Finance Discussion Papers 527, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Georgios Chortareas & George Kapetanios, 2005. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005 36, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    4. Apte, Prakesh & Sercu, Piet & Uppal, Raman, 2002. "The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests," CEPR Discussion Papers 3343, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    5. Rogoff, Kenneth, 1995. "What Remains of Purchasing Power Parity?," Working Papers 95-07, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
      Other versions:
    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. Charles Engle & John Rogers, 1998. "Relative price volatility: what role does the border play?," International Finance Discussion Papers 623, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    8. Jonathan McCarthy, 2000. "Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies," Staff Reports 111, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    9. Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Rodolfo Helg & Massimiliano Serati, . "Does the PPP need the UIP?," Working Papers 97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    11. Fukuda, Shin-ichi & Kano, Takashi, 1997. "International Price Linkage within a Region" The Case of East Asia," CIRJE F-Series 97-F-6, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
      Other versions:
    12. Michael R. Pakko & Patricia S. Pollard, 1996. "For here or to go? Purchasing power parity and the Big Mac," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-22. [Downloadable!]
    13. Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
      Other versions:
    14. Jean-Christian Lambelet & Alexander Mihailov, 2005. "The Triple-Parity Law," Economics Discussion Papers 604, University of Essex, Department of Economics. [Downloadable!]
      Other versions:
    15. Yin-wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," Working Papers 192005, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    16. Charles Engel & John H. Rogers, 1995. "Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies," NBER Working Papers 5395, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    18. Salah Nusair, 2004. "Testing for PPP in developing countries using confirmatory analysis and different base countries: an application to Asian countries," International Economic Journal, Korean International Economic Association, vol. 18(4), pages 467-489, December. [Downloadable!] (restricted)
    19. Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1999. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," Working Papers 99-01, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    20. Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics. [Downloadable!]
    21. Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," Working Paper 99-21, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    22. Imed Drine & Christophe Rault, 2003. "A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries," William Davidson Institute Working Papers Series 2003-570, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    23. Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers 1138, Queen's University, Department of Economics. [Downloadable!]
    24. Michael M. Knetter, 1997. "The Segmentation of International Markets: Evidence from The Economist," NBER Working Papers 5878, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    25. Yihui Lan, 2001. "The Long-Run Value of Currencies: A Big Mac Perspective," Economics Discussion / Working Papers 01-17, The University of Western Australia, Department of Economics. [Downloadable!]
    26. Ronald MacDonald, 2000. "The role of the exchange rate in economic growth: a euro-zone perspective," Research series 200005-5, National Bank of Belgium. [Downloadable!]
    27. António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Finance 0505010, EconWPA. [Downloadable!]
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    28. Jaebeom Kim, 2004. "Short run real exchange rate dynamics: a SUR approach," Applied Economics Letters, Taylor and Francis Journals, vol. 11(14), pages 909-913, November. [Downloadable!] (restricted)
    29. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, EconWPA, revised 28 Aug 1995. [Downloadable!]
    30. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part III: The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 03-07, The University of Western Australia, Department of Economics. [Downloadable!]
    31. Charles Engel & Michael K. Hendrickson & John H. Rogers, 1997. "Intra-national, intra-continental, and intra-planetary PPP," International Finance Discussion Papers 589, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    32. Jeffrey A. Frankel & Andrew K. Rose, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," NBER Working Papers 5006, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    33. Menzie Chinn & Louis Johnston, 1996. "Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries," NBER Working Papers 5709, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    34. Kul B. Luintel, 2000. "Real exchange rate behaviour: evidence from black markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(2), pages 161-185. [Downloadable!]
    35. Kausik Chaudhuri & Jeffrey Sheen, . "Purchasing Power Parity Across States and Goods Within Australia," Working Papers 2001-2, University of Sydney, Department of Economics. [Downloadable!]
      Other versions:
    36. Yan, Beiling, 2002. "Purchasing Power Parity: A Canada/U.S. Exploration," Economic Analysis (EA) Research Paper Series 2002002e, Statistics Canada, Analytical Studies Branch. [Downloadable!]


Articles

  1. Faccio, Mara & Parsley, David C., 2009. "Sudden Deaths: Taking Stock of Geographic Ties," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(03), pages 683-718, June. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  2. DavidC. Parsley & Shang-Jin Wei, 2007. "A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates," Economic Journal, Royal Economic Society, vol. 117(523), pages 1336-1356, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Parsley, David C., 2007. "Accounting for real exchange rate changes in East Asia," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1355-1377, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Parsley, David C. & Popper, Helen A., 2006. "Exchange rate pegs and foreign exchange exposure in East and South East Asia," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 992-1009, October. [Downloadable!] (restricted)

    Cited by:

    1. Ila Patnaik, 2009. "Does the Currency Regime Shape Unhedged Currency Exposure?," Working Papers id:2049, esocialsciences.com. [Downloadable!]
      Other versions:

  5. Gande, Amar & Parsley, David C., 2005. "News spillovers in the sovereign debt market," Journal of Financial Economics, Elsevier, vol. 75(3), pages 691-734, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. David C. Parsley, 2004. "Pricing in International Markets: a "Small-country" Benchmark," Review of International Economics, Blackwell Publishing, vol. 12(3), pages 509-524, 08. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. David C. Parsley, 2003. "Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 99-107. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  8. Parsley, David C. & Wei, Shang-Jin, 2001. "Explaining the border effect: the role of exchange rate variability, shipping costs, and geography," Journal of International Economics, Elsevier, vol. 55(1), pages 87-105, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Parsley, David C & Popper, Helen A, 2001. "Official Exchange Rate Arrangements and Real Exchange Rate Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(4), pages 976-93, November.

    Cited by:

    1. Fischer, Christoph, 2004. "PPP : a Disaggregated View," Discussion Paper Series 1: Economic Studies 2004,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    2. Mohsen Bahmani-Oskooee & Abera Gelan, 2006. "Testing the PPP in the non-linear STAR Framework: Evidence from Africa," Economics Bulletin, Economics Bulletin, vol. 6(17), pages 1-15. [Downloadable!]
    3. Walter Enders & Kamol Chumrusphonlert, 2004. "Threshold cointegration and purchasing power parity in the pacific nations," Applied Economics, Taylor and Francis Journals, vol. 36(9), pages 889-896, May. [Downloadable!] (restricted)
    4. Mark J.Holmes, 2002. "Are there non linearities in US: Latin American real exchange behavior," Estudios de Economia, University of Chile, Department of Economics, vol. 29(2 Year 20), pages 177-190, December. [Downloadable!]
    5. David Parsley & Helen Popper, 2002. "Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia," Working Papers 172002, Hong Kong Institute for Monetary Research. [Downloadable!]
    6. Alan M. Taylor, 2000. "A Century of Purchasing-Power Parity," NBER Working Papers 8012, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  10. Parsley, David C & Wei, Shang-Jin, 1996. "Convergence to the Law of One Price without Trade Barriers or Currency Fluctuations," The Quarterly Journal of Economics, MIT Press, vol. 111(4), pages 1211-36, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  11. Parsley, David C, 1996. "Inflation and Relative Price Variability in the Short and Long Run: New Evidence from the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(3), pages 323-41, August. [Downloadable!] (restricted)

    Cited by:

    1. Mª Ángeles Caraballo Pou & Carlos Dabús & Diego Caramuta, 2006. "A Non-linear "Inflation-Relative Prices Variability" Relationship: Evidence from Latin America," Economic Working Papers at Centro de Estudios Andaluces E2006/09, Centro de Estudios Andaluces. [Downloadable!]
    2. Mustafa Caglayan & Alpay Filiztekin & Michael T. Rauh, 2006. "Inflation, Price Dispersion, and Market Structure," Working Papers 2006-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
      Other versions:
    3. Juliane Scharff & Sven Schreiber, 2008. "Evidence on the effects of inflation on price dispersion under indexation," IMK Working Paper 12-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
    4. Bill RUSSELL & Jonathan EVANS & Bruce PRESTON, 2002. "The Impact of Inflation and Uncertainty on the Optimum Markup Set by Firms," Economics Working Papers ECO2002/02, European University Institute. [Downloadable!]
    5. David C. Parsley & Helen A. Popper, 2004. "Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
    6. Alexander Bick & Dieter Nautz, 2008. "Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 61-76, September. [Downloadable!]
    7. Daniel Berkowitz & David N. DeJong, 2002. "Integration: An Empirical Assessment of Russia," William Davidson Institute Working Papers Series 488, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    8. Matthias R. Fengler & Joachim K. Winter, 2007. "Price variability and price dispersion in a stable monetary environment: evidence from German retail markets," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 789-801. [Downloadable!]
      Other versions:
    9. John H. Rogers & Hayden P. Smith, 2001. "Border effects within the NAFTA countries," International Finance Discussion Papers 698, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    10. María Ángeles Caraballo & Carlos Dabús & Carlos Usabiaga, 2004. "Relative Prices and Inflation: New Evidence from Different Inflationary Contexts," Economic Working Papers at Centro de Estudios Andaluces E2004/71, Centro de Estudios Andaluces. [Downloadable!]
      Other versions:
    11. Anindya BANERJEE & Paul MIZEN & Bill RUSSELL, 2002. "The Long-Run Relationship among Relative Price Variability, Inflation and the Markup," Economics Working Papers ECO2002/01, European University Institute. [Downloadable!]
    12. Attila Rátfai, 2001. "Relative Price Skewness and Inflation: A Structural VAR Framework," IEHAS Discussion Papers 0103, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
    13. Talan Iscan & Lars Osberg, 1998. "Does Inflation Affect Output Varibility? Evidence from 40 Years of US Data," Department of Economics at Dalhousie University working papers archive stabilus, Dalhousie, Department of Economics. [Downloadable!]
    14. Mustafa Caglayan & Alpay Filiztekin & Michael T. Rauh, 2004. "Market Structure, Inflation, and Price Dispersion," Discussion Papers in Economics 04/2, Department of Economics, University of Leicester, revised Jun 2004. [Downloadable!]
      Other versions:
    15. Carlos Felipe Jaramillo & Daniel Cerquera, . "Price Behavior in an Inflationary Environment: Evidence from Supermarket Data," Borradores de Economia 138, Banco de la Republica de Colombia. [Downloadable!]
    16. Bengt Assarsson, 2003. "Inflation and higher moments of relative price changes in Sweden," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 383-397 Bank for International Settlements. [Downloadable!]
    17. Scharff, Juliane & Nautz, Dieter, 2006. "Inflation and relative price variability in the euro area: evidence from a panel threshold model," Discussion Paper Series 1: Economic Studies 2006,14, Deutsche Bundesbank, Research Centre. [Downloadable!]
    18. Talan Iscan & Lars Osberg, 1998. "A Note on the Link Between Inflation and Output Variability in Canada," Department of Economics at Dalhousie University working papers archive jmcb97, Dalhousie, Department of Economics. [Downloadable!]

  12. David C. Parsley & Ziyong Cai, 1995. "Exchange Rate Uncertainty And Traded Goods Prices," International Economic Journal, Korean International Economic Association, vol. 9(2), pages 27-35, June. [Downloadable!] (restricted)

    Cited by:

    1. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan," International Finance 0406006, EconWPA. [Downloadable!]

  13. Parsley, David C, 1995. "Exchange-Rate Pass-through with Intertemporal Linkages: Evidence at the Commodity Level," Review of International Economics, Blackwell Publishing, vol. 3(3), pages 330-41, October.

    Cited by:

    1. David Parsley, 2002. "Pricing in International Markets: a 'Small-Country' Benchmark," International Finance 0211002, EconWPA. [Downloadable!]
      Other versions:

  14. Parsley, David C & Wei, Shang-Jin, 1993. "Insignificant and Inconsequential Hysteresis: The Case of U.S. Bilateral Trade," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 606-13, November. [Downloadable!] (restricted)

    Cited by:

    1. Emilia Penkova, 2005. "An empirical analysis of UK imports: is there evidence of hysteresis?," Discussion Papers in Economics 05_01, University of Dortmund, Department of Economics. [Downloadable!]
    2. Campa, José Manuel, 2000. "Exchange Rates and Trade: How Important is Hysteresis in Trade?," CEPR Discussion Papers 2606, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. David C. Parsley & Shang-Jin Wei, 1994. "Insignificant and Inconsequential Hysteresis: The Case of the U.S. Bilateral Trade," NBER Working Papers 4738, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Belke, Ansgar & Göcke, Matthias, 2004. "Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?," IZA Discussion Papers 1126, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    5. Zhang, Yin & Wan, Guanghua, 2004. "What Accounts for China's Trade Balance Dynamics?," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
      Other versions:
    6. Matthias Göcke & Ansgar Belke, 1999. "Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty," Computing in Economics and Finance 1999 722, Society for Computational Economics. [Downloadable!]
    7. I. Agur, 2003. "Trade-volume hysteresis: an investigation using aggregate data," WO Research Memoranda (discontinued) 740, Netherlands Central Bank, Research Department. [Downloadable!]


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