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The behaviour of producer prices - some evidence from the French PPI micro data

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Author Info
Erwan Gautier () (Banque de France, DGEI-DIR-RECFIN 41-1391, 31 rue Croix-des-petits-champs, 75049 Paris Cedex 01, France.)

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Abstract

This paper provides some new empirical features on price setting behaviour for French producers using micro data underlying the producer and business-services price indices over the period 1994-2005. Some crucial methodological issues on the collection of producer prices are raised. Then, the main features of producers'price setting are presented - producer prices are modified quite frequently and by small amounts. A high heterogeneity across sectors is also observed: business-services prices change less often than industrial producer prices. The data lend some support to predictions of both time- and state-dependence models: Taylor contracts are not unusual but prices also respond to the changes in the firm's economic conditions. Nevertheless, time-dependent models are shown to be the most relevant theories to explain the producer price rigidity. JEL Classification: E31, D43, L11, L16.

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Paper provided by European Central Bank in its series Working Paper Series with number 699.

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Length: 47 pages
Date of creation: Dec 2006
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Handle: RePEc:ecb:ecbwps:20060699

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Related research
Keywords: Price stickiness; price duration; producer price index; frequency of price change.;

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  1. Juan Manuel Julio & Héctor Manuel Zárate, . "The Price Setting Behavior in Colombia: Evidence from PPI Micro Data," Borradores de Economia 483, Banco de la Republica de Colombia. [Downloadable!]
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  2. Thomas Heckel & Hervé Le Bihan & Jérémi Montornès, 2008. "Sticky wages. Evidence from quarterly microeconomic data," Working Paper Series 893, European Central Bank. [Downloadable!]
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  3. Alvarez González, Luis Julián, 2008. "What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(19), pages 1-36. [Downloadable!]
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