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Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data

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  • Mario J Crucini
  • Mototsugu Shintani

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Paper provided by www.najecon.org in its series NajEcon Working Paper Reviews with number 506439000000000019.

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Date of creation: 04 Aug 2002
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Handle: RePEc:cla:najeco:506439000000000019

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  1. Haskel, Jonathan & Wolf, Holger, 2001. " The Law of One Price--A Case Study," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 103(4), pages 545-58, December.
  2. 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.
  3. Irving B. Kravis & Robert E. Lipsey, 1982. "Towards an Explanation of National Price Levels," NBER Working Papers 1034, National Bureau of Economic Research, Inc.
  4. Crownover, Collin & Pippenger, John & Steigerwald, Douglas G., 1996. "Testing for absolute purchasing power parity," Journal of International Money and Finance, Elsevier, Elsevier, vol. 15(5), pages 783-796, October.
  5. Mario Crucini & Chris Telmer & Marios Zachariadis, . "Understanding European Real Exchange Rates," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 227, Carnegie Mellon University, Tepper School of Business.
  6. Robert E. Cumby, 1996. "Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?," NBER Working Papers 5675, National Bureau of Economic Research, Inc.
  7. 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.
  8. Atish R. Ghosh & Holger C. Wolf, 1994. "Pricing in International Markets: Lessons From The Economist," NBER Working Papers 4806, National Bureau of Economic Research, Inc.
  9. Harris, Richard D. F. & Tzavalis, Elias, 1999. "Inference for unit roots in dynamic panels where the time dimension is fixed," Journal of Econometrics, Elsevier, Elsevier, vol. 91(2), pages 201-226, August.
  10. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 68(1), pages 53-78, July.
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Cited by:
  1. Balazs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," William Davidson Institute Working Papers Series wp895, William Davidson Institute at the University of Michigan.
  2. Mario J. Crucini & Chris I. Telmer & Marios Zachariadis, 2005. "Understanding European Real Exchange Rates," American Economic Review, American Economic Association, American Economic Association, vol. 95(3), pages 724-738, June.
  3. Jaewoo Lee, 2005. "Transfer Effect in National Price Levels," International Finance, EconWPA 0512004, EconWPA.
  4. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," NBER Working Papers 10480, National Bureau of Economic Research, Inc.
  5. Mario J. Crucini & Christopher I. Telmer, 2012. "Microeconomic Sources of Real Exchange Rate Variability," NBER Working Papers 17978, National Bureau of Economic Research, Inc.
  6. Yuriy Gorodnichenko & Linda Tesar, 2005. "A Re-Examination of the Border Effect," Working Papers, Research Seminar in International Economics, University of Michigan 546, Research Seminar in International Economics, University of Michigan.

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