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Intégration et coïntégration : les prix dans les secteurs canadien et américain de la fabrication obéissent-ils à la loi du prix unique?

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Author Info
Bernard, André
Warren, Paul
Yan, Beiling

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Abstract

La présente étude s'appuie sur une base de données détaillées, au niveau de l'industrie, sur les prix dans le secteur de la fabrication au Canada et aux États Unis en vue de déterminer si ces prix sont cointégrés dans les deux pays et si la relation entre les deux ensembles de prix obéit à la loi du prix unique. Nous constatons que dans le long terme, les mouvements des prix canadiens agrégés suivent de près, quoiqu'imparfaitement, ceux des prix américains. Par contre, dans le court terme, les divergences par rapport à la loi du prix unique sont importantes. De surcroît, nombre d'industries s'écartent individuellement de cette loi. Ces écarts dépendent du niveau de protection tarifaire et du degré de différenciation des produits au niveau de l'industrie.

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Paper provided by Statistics Canada, Direction des études analytiques in its series Série de documents de recherche sur l'analyse économique (AE) with number 2005029f.

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Date of creation: 15 Feb 2005
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Handle: RePEc:stc:stcp5f:2005029f

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Related research
Keywords: Fabrication; Rendement des entreprises et appartenance; Prix et indices des prix; Adaptation et ajustement des entreprises; Comparaisons des prix intervilles et internationaux;

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References listed on IDEAS
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    Other versions:
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    Other versions:
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  6. 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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  10. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999. "Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries," Journal of International Economics, Elsevier, vol. 47(2), pages 245-266, April. [Downloadable!] (restricted)
    Other versions:
  11. Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-52, Special I. [Downloadable!] (restricted)
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  1. Baldwin, John R. & Yan, Beiling, 2006. "Les mouvements cycliques du taux de change et les prix dans les secteurs canadien et américain de la fabrication," Série de documents de recherche sur l'analyse économique (AE) 2006041f, Statistics Canada, Direction des études analytiques. [Downloadable!]
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