Integration et cointegration : les prix dans les secteurs canadien et americain de la fabrication obeissent-ils a la loi du prix unique?
Abstract
La presente etude s'appuie sur une base de donnees detaillees, au niveau de l'industrie, sur les prix dans le secteur de la fabrication au Canada et aux Etats Unis en vue de determiner si ces prix sont cointegres dans les deux pays et si la relation entre les deux ensembles de prix obeit a la loi du prix unique. Nous constatons que dans le long terme, les mouvements des prix canadiens agreges suivent de pres, quoiqu'imparfaitement, ceux des prix americains. Par contre, dans le court terme, les divergences par rapport a la loi du prix unique sont importantes. De surcroit, nombre d'industries s'ecartent individuellement de cette loi. Ces ecarts dependent du niveau de protection tarifaire et du degre de differenciation des produits au niveau de l'industrie.Download Info
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Paper provided by Statistics Canada, Direction des etudes analytiques in its series Serie de documents de recherche sur l'analyse economique (AE) with number 2005029f.Length:
Date of creation: 15 Feb 2005
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Handle: RePEc:stc:stcp5f:2005029f
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Keywords: Fabrication; Rendement des entreprises et appartenance; Prix et indices des prix; Adaptation et ajustement des entreprises; Comparaisons des prix intervilles et internationaux;References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Baldwin, John R. Yan, Beiling, 2006. "Les mouvements cycliques du taux de change et les prix dans les secteurs canadien et americain de la fabrication," Serie de documents de recherche sur l'analyse economique (AE) 2006041f, Statistics Canada, Direction des etudes analytiques.
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