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Citations for "Persistence in Law-of-One-Price Deviations: Evidence from Micro-data"

by Mario J. Crucini & Mototsugu Shintani

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  1. Paul R. Bergin & Reuven Glick, 2005. "Tradability, Productivity, and Understanding International Economic Integration," NBER Working Papers 11637, National Bureau of Economic Research, Inc.
  2. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2008. "Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics 0810, Vanderbilt University Department of Economics.
  3. 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.
  4. 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, Xarxa de Referència en Economia Aplicada (XREAP) XREAP2008-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
  5. Mario J. Crucini & Hakan Yilmazkuday, 2013. "Understanding Long-run Price Dispersion," NBER Working Papers 18811, National Bureau of Economic Research, Inc.
  6. Virgiliu Midrigan, 2005. "International Price Dispersion in State-Dependent Pricing Models," International Finance, EconWPA 0511001, EconWPA.
  7. Laura Mayoral & Maria Dolores Gadea, 2009. "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 787.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  8. Morten O. Ravn & Stephanie Schmitt-Grohe & Martin Uribe, 2006. "Pricing to Habits and the Law of One Price," Economics Working Papers, European University Institute ECO2006/40, European University Institute.
  9. Vicente Tuesta & Juan F. Rubio-Ramirez & Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers, International Monetary Fund 09/212, International Monetary Fund.
  10. Martin Berka & Michael B. Devereux, 2010. "What determines European real exchange rates?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 2010-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Bilgili, Faik, 2011. "City price convergence in Turkey with structural breaks," MPRA Paper 54295, University Library of Munich, Germany.
  12. Mayoral, Laura & Dolores Gadea, María, 2011. "Aggregate real exchange rate persistence through the lens of sectoral data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(3), pages 290-304.
  13. Hiranya K. Nath & Natalie Hegwood, 2012. "Structural Breaks and Relative Price Convergence among U.S. Cities," Working Papers, Sam Houston State University, Department of Economics and International Business 1204, Sam Houston State University, Department of Economics and International Business.
  14. Kakkar, Vikas & Yan, Isabel, 2014. "Determinants of real exchange rates: An empirical investigation," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 1/2014, Bank of Finland, Institute for Economies in Transition.
  15. Yuriy Gorodnichenko & Linda Tesar, 2005. "A Re-Examination of the Border Effect," NBER Working Papers 11706, National Bureau of Economic Research, Inc.
  16. Mototsugu Shintani, 2003. "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Levine's Working Paper Archive 506439000000000172, David K. Levine.
  17. Thierry Mayer & Philippe Martin & Nicolas Berman, 2010. "How do different exporters react to exchange rate changes? Theory, empirics and aggregate implications," 2010 Meeting Papers, Society for Economic Dynamics 1338, Society for Economic Dynamics.
  18. Andres Elberg, 2014. "Temporal Aggregation and Convergence to the Law of One Price: Evidence from Micro Data," Working Papers, Facultad de Economía y Empresa, Universidad Diego Portales 53, Facultad de Economía y Empresa, Universidad Diego Portales.
  19. Ina Simonovska, 2010. "Income differences and prices of tradables," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 55, Federal Reserve Bank of Dallas.
  20. Ariel Burstein, 2010. "The Research Agenda: Ariel Burstein on International Trade and Macroeconomics," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 12(1), November.
  21. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2005. ""Aggregation Bias" DOES Explain the PPP Puzzle," NBER Working Papers 11607, National Bureau of Economic Research, Inc.
  22. Andrade, P. & Zachariadis, M., 2012. "Global versus local shocks in micro price dynamics," Working papers, Banque de France 365, Banque de France.
  23. Giri, Rahul, 2012. "Local costs of distribution, international trade costs and micro evidence on the law of one price," Journal of International Economics, Elsevier, Elsevier, vol. 86(1), pages 82-100.
  24. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(1), pages 238-259, March.
  25. Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 138, Oesterreichische Nationalbank (Austrian Central Bank).
  26. Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44, pages 301-322, 03.
  27. Jayanta Sarkar & Hiranya K. Nath, 2013. "City Relative Price Dynamics in Australia: Are Structural Breaks Important?," Working Papers, Sam Houston State University, Department of Economics and International Business 1301, Sam Houston State University, Department of Economics and International Business.
  28. David C. Parsley & Shang-Jin Wei, 2003. "A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates," NBER Working Papers 10074, National Bureau of Economic Research, Inc.
  29. Carlos Carvalho & Fernanda Nechio, 2010. "Aggregation and the PPP puzzle in a sticky-price model," Working Paper Series, Federal Reserve Bank of San Francisco 2010-06, Federal Reserve Bank of San Francisco.
  30. Alberto Cavallo & Brent Neiman & Roberto Rigobon, 2012. "Currency Unions, Product Introductions, and the Real Exchange Rate," NBER Working Papers 18563, National Bureau of Economic Research, Inc.
  31. Jean Boivin & Robert Clark & Nicolas Vincent, 2010. "Virtual Borders: Online Nominal Rigidities and International Market Segmentation," NBER Working Papers 15642, National Bureau of Economic Research, Inc.
  32. Cristina Terra, Frederico Valladares, 2009. "Real Exchange Rate Misalignments," THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise 2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  33. Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  34. Boivin, Jean & Clark, Robert & Vincent, Nicolas, 2012. "Virtual borders," Journal of International Economics, Elsevier, Elsevier, vol. 86(2), pages 327-335.
  35. Mark Witte & Rachel Williams, 2014. "Duopolists’ Retail Pricing Behavior in Multiple Markets," Journal of Industry, Competition and Trade, Springer, Springer, vol. 14(1), pages 67-81, March.
  36. Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène, 2009. "One TV, One Price?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7504, C.E.P.R. Discussion Papers.
  37. Matteo Pelagatti & Emilio Colombo, 2012. "On the empirical failure of purchasing power parity tests," Working Papers, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica 20120501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  38. Anthony Landry & Marianne Baxter, 2013. "IKEA: Product, Pricing, and Pass-Through," 2013 Meeting Papers, Society for Economic Dynamics 1363, Society for Economic Dynamics.
  39. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," NBER Working Papers 10480, National Bureau of Economic Research, Inc.
  40. Stengos Thanasis & Yazgan M. Ege, 2014. "Persistence in real exchange rate convergence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 18(1), pages 73-88, February.
  41. Christian Broda & David E. Weinstein, 2008. "Understanding International Price Differences Using Barcode Data," NBER Working Papers 14017, National Bureau of Economic Research, Inc.
  42. Bruno Versailles, 2012. "Market Intergration and Border Effects in Eastern Africa," CSAE Working Paper Series 2012-01, Centre for the Study of African Economies, University of Oxford.
  43. Lionel Fontagné & Guillaume Gaulier & Soledad Zignago, 2008. "Specialization across varieties and North-South competition," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 23, pages 51-91, 01.
  44. Eyal Baharad & Benjamin Eden, 2003. "Price Rigidity and Price Dispersion: Evidence from Micro Data," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics 0321, Vanderbilt University Department of Economics.
  45. Hyeongwoo Kim & Deockhyun Ryu, 2013. "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University auwp2013-08, Department of Economics, Auburn University.
  46. Gita Gopinath & Pierre-Olivier Gourinchas & Chang-Tai Hsieh & Nicholas Li, 2009. "Estimating the border effect: some new evidence," Working Papers, Federal Reserve Bank of Boston 09-10, Federal Reserve Bank of Boston.
  47. Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," Working Papers 400, Barcelona Graduate School of Economics.
  48. LAN, Yuexing & SYLWESTER, Kevin, 2010. "Does the law of one price hold in China? Testing price convergence using disaggregated data," China Economic Review, Elsevier, Elsevier, vol. 21(2), pages 224-236, June.
  49. Broda, Christian, 2006. "Exchange rate regimes and national price levels," Journal of International Economics, Elsevier, Elsevier, vol. 70(1), pages 52-81, September.
  50. repec:csg:ajrcwp:1305 is not listed on IDEAS
  51. Mario J. Crucini & Mototsugu Shintani, 2006. "Persistence in Law-of-One-Price Deviations: Evidence from Micro-data," Levine's Bibliography 321307000000000311, UCLA Department of Economics.
  52. 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., John Wiley & Sons, Ltd., vol. 9(2), pages 135-149.
  53. Berk, Jan Marc & Swank, Job, 2011. "Price level convergence and regional Phillips curves in the US and EMU," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(5), pages 749-763, September.
  54. Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 786.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  55. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2012. "Noisy Information, Distance and Law of One Price Dynamics Across US Cities," NBER Working Papers 17815, National Bureau of Economic Research, Inc.
  56. Choi, Chi-Young & Matsubara, Kiyoshi, 2007. "Heterogeneity in the persistence of relative prices: What do the Japanese cities tell us?," Journal of the Japanese and International Economies, Elsevier, vol. 21(2), pages 260-286, June.
  57. Ahmad, Yamin & Craighead, William D., 2011. "Temporal aggregation and purchasing power parity persistence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(5), pages 817-830, September.
  58. Chang, Ming Jen & Lin, Chang Ching & Yin, Shou-Yung, 2011. "The behavior of real exchange rates: the case of Japan," MPRA Paper 35447, University Library of Munich, Germany.
  59. Masao Ogaki & Sungwook Park, 2007. "Long-run real exchange rate changes and the properties of the variance of k-differences," Working Papers, Ohio State University, Department of Economics 07-05, Ohio State University, Department of Economics.
  60. Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
  61. Jiří Schwarz, 2012. "Impact of institutions on cross-border price dispersion," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 148(4), pages 617-645, December.
  62. Inkoo LEE & Jonghyup SHIN, 2008. "Real Exchange Rate Dynamics in the Presence of Nontraded Goods and Transaction Costs," Finance Working Papers 21964, East Asian Bureau of Economic Research.
  63. Kim, Soyoung & Lee, Jong-Wha, 2008. "Real and Financial Integration in East Asia," Working Papers on Regional Economic Integration, Asian Development Bank 17, Asian Development Bank.
  64. Jenkins, Michael A. & Snaith, Sean M., 2005. "Tests of Purchasing Power Parity via cointegration analysis of heterogeneous panels with consumer price indices," Journal of Macroeconomics, Elsevier, Elsevier, vol. 27(2), pages 345-362, June.
  65. Bruno Versailles, 2012. "Market Integration and Border Effects in Eastern Africa," Economics Series Working Papers, University of Oxford, Department of Economics WPS/2012-01, University of Oxford, Department of Economics.
  66. Yin-Wong Cheung & Eiji Fujii, 2008. "Deviations from the Law of One Price in Japan," CESifo Working Paper Series 2275, CESifo Group Munich.
  67. Paul R. Bergin & Reuven Glick, 2006. "Global price dispersion: are prices converging or diverging?," Working Paper Series, Federal Reserve Bank of San Francisco 2006-50, Federal Reserve Bank of San Francisco.
  68. Kim, Hyeongwoo & Moh, Young-Kyu, 2010. "A century of purchasing power parity confirmed: The role of nonlinearity," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(7), pages 1398-1405, November.
  69. 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, National Bank of Poland, Economic Institute, vol. 40(2), pages 37-59.
  70. Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2013. "The Micro-Macro Disconnect of Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 798-812, July.
  71. Jaewoo Lee, 2007. "Transfer Effect in National Price Levels," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 143(3), pages 534-556, October.
  72. Eyal Dvir & Georg H. Strasser, 2013. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," Boston College Working Papers in Economics, Boston College Department of Economics 831, Boston College Department of Economics, revised 04 Apr 2014.
  73. M. Ege Yazgan & Hakan Yilmazkuday, 2014. "High versus Low Inflation: Implications for Price-Level Convergence," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 1412, Koc University-TUSIAD Economic Research Forum.
  74. Yazgan, M. Ege & Yilmazkuday, Hakan, 2011. "Price-level convergence: New evidence from U.S. cities," Economics Letters, Elsevier, Elsevier, vol. 110(2), pages 76-78, February.
  75. Yothin Jinjarak & Kanda Naknoi, 2013. "Real Exchange Rate Fluctuations, Wage Stickiness and Tradability," Working papers, University of Connecticut, Department of Economics 2013-01, University of Connecticut, Department of Economics.
  76. Caglayan, Mustafa & Filiztekin, Alpay, 2012. "The law of one price and the role of market structure," MPRA Paper 36975, University Library of Munich, Germany.
  77. Matteo Pelagatti & Emilio Colombo, 2012. "Unpuzzling the Purchasing Power Parity Puzzle," Working Papers, University of Milano-Bicocca, Department of Economics 221, University of Milano-Bicocca, Department of Economics, revised Mar 2012.
  78. Martin Berka & Michael B. Devereux, 2013. "Trends in European real exchange rates," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 28(74), pages 193-242, 04.
  79. Georg H. Strasser, 2011. "Exchange Rate Pass-Through and Credit Constraints: Firms Price to Market as Long as They Can," Boston College Working Papers in Economics, Boston College Department of Economics 788, Boston College Department of Economics, revised 13 Feb 2012.
  80. repec:spo:wpecon:info:hdl:2441/10221 is not listed on IDEAS
  81. Yuriy Gorodnichenko & Oleksandr Talavera, 2014. "Price Setting in Online Markets: Basic Facts, International Comparisons, and Cross-border Integration," NBER Working Papers 20406, National Bureau of Economic Research, Inc.
  82. Tomás Slacík, 2008. "(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate," FIW Working Paper series, FIW 018, FIW.
  83. Lee, Inkoo, 2010. "Geographic price dispersion in retail markets: Evidence from micro-data," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(4), pages 1169-1177, December.
  84. 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, Springer, vol. 145(1), pages 155-166, April.
  85. Mark M. Spiegel, 2011. "Comment on "The Consumption Terms of Trade and Commodity Prices"," NBER Chapters, National Bureau of Economic Research, Inc, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 147-151 National Bureau of Economic Research, Inc.
  86. Balázs �gert, 2007. "Real Convergence, Price Level Convergence and Inflation in Europe," Working Papers, Bruegel 267, Bruegel.
  87. Robertson, Raymond & Kumar, Anil & Dutkowsky, Donald H., 2009. "Purchasing Power Parity and aggregation bias for a developing country: The case of Mexico," Journal of Development Economics, Elsevier, Elsevier, vol. 90(2), pages 237-243, November.
  88. repec:qut:auncer:2013_01 is not listed on IDEAS
  89. Roberto Rigobon & Brent Neiman & Alberto Cavallo, 2013. "Product Introductions, Currency Unions, and the Real Exchange Rate," 2013 Meeting Papers, Society for Economic Dynamics 1357, Society for Economic Dynamics.
  90. Hyeongwoo Kim & Young-Kyu Moh, 2012. "The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Auburn Economics Working Paper Series, Department of Economics, Auburn University auwp2012-02, Department of Economics, Auburn University.
  91. Joanna Wolszczak-Derlacz, 2008. "Price convergence in the EU—an aggregate and disaggregate approach," International Economics and Economic Policy, Springer, Springer, vol. 5(1), pages 25-47, July.