A Joint Test Of Pricing-To-Market, Menu Cost And Currency Invoicing
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.20295
Download full text from publisher
References listed on IDEAS
- Kasa, Kenneth, 1992. "Adjustment costs and pricing-to-market theory and evidence," Journal of International Economics, Elsevier, vol. 32(1-2), pages 1-30, February.
- Bruno Lame & Robert Romain & Jean-Philippe Gervais & Sami Ben Salha, 2000. "The Collusion-deterring Effect of Pre-attributed Supplies and the Hog Auction in Quebec," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 48(4), pages 607-622, December.
- Paul Krugman, 1986. "Pricing to Market when the Exchange Rate Changes," NBER Working Papers 1926, National Bureau of Economic Research, Inc.
- Hansen, Bruce E, 1996.
"Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis,"
Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
- Hansen, B.E., 1991. "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER).
- Tom Doan, "undated". "TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect," Statistical Software Components RTS00209, Boston College Department of Economics.
- Tom Doan, "undated". "RATS programs to replicate Hansen's threshold estimation and testing results," Statistical Software Components RTZ00091, Boston College Department of Economics.
- Hansen, Bruce E., 1999.
"Threshold effects in non-dynamic panels: Estimation, testing, and inference,"
Journal of Econometrics, Elsevier, vol. 93(2), pages 345-368, December.
- Bruce E. Hansen, 1997. "Threshold effects in non-dynamic panels: Estimation, testing and inference," Boston College Working Papers in Economics 365, Boston College Department of Economics.
- Daniel H. Pick & Colin A. Carter, 1994. "Pricing to Market with Transactions Denominated in a Common Currency," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(1), pages 55-60.
- Gagnon, Joseph E. & Knetter, Michael M., 1995.
"Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports,"
Journal of International Money and Finance, Elsevier, vol. 14(2), pages 289-310, April.
- Joseph E. Gagnon & Michael M. Knetter, 1992. "Markup Adjustment and Exchange Rate Fluctuations: Evidence From Panel Data on Automobile Exports," NBER Working Papers 4123, National Bureau of Economic Research, Inc.
- Salvador Gil‐Pareja, 2002. "Export Price Discrimination in Europe and Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 10(2), pages 299-312, May.
- Shabtai Donnenfeld & Alfred Haug, 2003. "Currency Invoicing in International Trade: an Empirical Investigation," Review of International Economics, Wiley Blackwell, vol. 11(2), pages 332-345, May.
- Johnson, Martin & Pick, Daniel, 1997. "Currency Quandary: The Choice of Invoicing Currency under Exchange-Rate Uncertainty," Review of International Economics, Wiley Blackwell, vol. 5(1), pages 118-128, February.
- Donald W. K. Andrews & Moshe Buchinsky, 2000. "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, Econometric Society, vol. 68(1), pages 23-52, January.
- Paul R. Bergin & Robert C. Feenstra, 2017.
"Pricing-to-Market, Staggered Contracts, and Real Exchange Rate Persistence,"
World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 6, pages 155-185,
World Scientific Publishing Co. Pte. Ltd..
- Bergin, Paul R. & Feenstra, Robert C., 2001. "Pricing-to-market, staggered contracts, and real exchange rate persistence," Journal of International Economics, Elsevier, vol. 54(2), pages 333-359, August.
- Paul R. Bergin & Robert C. Feenstra, "undated". "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Department of Economics 99-01, California Davis - Department of Economics.
- Paul R. Bergin & Robert C. Feenstra, 1999. "Pricing to Market, Staggered Contracts, and Real Exchange Rate Persistence," NBER Working Papers 7026, National Bureau of Economic Research, Inc.
- Robert Feenstra & Paul Bergin, 2003. "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Working Papers 219, University of California, Davis, Department of Economics.
- Bruce E. Hansen, 2000.
"Sample Splitting and Threshold Estimation,"
Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
- Bruce E. Hansen, 1996. "Sample Splitting and Threshold Estimation," Boston College Working Papers in Economics 319., Boston College Department of Economics, revised 12 May 1998.
- Paul Klemperer, 1987. "The Competitiveness of Markets with Switching Costs," RAND Journal of Economics, The RAND Corporation, vol. 18(1), pages 138-150, Spring.
- Sasaki, Yuri Nagataki, 2002. "Pricing-to-Market Behavior: Japanese Exports to the US, Asia, and the EU," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 140-150, February.
- McCullough, B D & Vinod, H D, 1998. "Implementing the Double Bootstrap," Computational Economics, Springer;Society for Computational Economics, vol. 12(1), pages 79-95, August.
- Kiyotaka Sato, 2003. "Currency Invoicing in Japanese Exports to East Asia: Implications for Yen Internationalization," Asian Economic Journal, East Asian Economic Association, vol. 17(2), pages 129-154, June.
- Brown, Jennifer, 2001.
"Price Discrimination and Pricing to Market Behavior of Canadian Canola Exports,"
SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, pages 1-17.
- Jennifer Brown, 2001. "Price Discrimination and Pricing to Market Behavior of Canadian Canola Exporters," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(5), pages 1343-1349.
- Knetter, Michael M., 1994. "Is export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses," Journal of International Money and Finance, Elsevier, vol. 13(1), pages 55-70, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bruno Larue, 2004. "Pricing-to-Market: Simple Theoretical Insights, Formidable Econometric Challenges," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 52(3), pages 387-398, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gervais, Jean-Philippe & Larue, Bruno, 2006. "A Joint Test of Price Discrimination, Menu Cost and Currency Invoicing," MPRA Paper 565, University Library of Munich, Germany.
- Jean‐Philippe Gervais & Bruno Larue, 2009. "A joint test of market power, menu costs, and currency invoicing," Agricultural Economics, International Association of Agricultural Economists, vol. 40(1), pages 29-41, January.
- Fedoseeva, Svetlana, 2013. "Do German exporters PTM? Searching for right answers in sugar confectionery exports," Discussion Papers 62, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
- Idris Abdullahi Abdulqadir, 2022. "The nonlinearity of exchange rate pass‐through on currency invoice: A quantile, generalized method of moments and threshold effect‐test from sub‐Sahara African economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1473-1494, January.
- Nathalie Lavoie & Qihong Liu, 2007.
"Pricing-to-Market: Price Discrimination or Product Differentiation?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(3), pages 571-581.
- Lavoie, Nathalie & Liu, Qihong, 2004. "Pricing-to-Market: Price Discrimination or Product Differentiation?," Working Paper Series 14524, University of Massachusetts, Amherst, Department of Resource Economics.
- Lavoie, Nathalie & Liu, Qihong, 2004. "Pricing-to-Market: Price Discrimination or Product Differentiation?," Working Papers 201544, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
- Páll, Zsombor, 2015. "Three essays on the Russian wheat export," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 80, number 80.
- Bruno Larue & Jean-Philippe Gervais & Yannick Rancourt, 2010. "Exchange rate pass-through, menu costs and threshold cointegration," Empirical Economics, Springer, vol. 38(1), pages 171-192, February.
- Kamps, Annette, 2006. "The euro as invoicing currency in international trade," Working Paper Series 665, European Central Bank.
- Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2019. "Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU," Energy Economics, Elsevier, vol. 81(C), pages 1-12.
- Konopczak, Karolina, 2019. "Can inaction account for the incomplete exchangerate pass-through? Evidence from threshold ARDL model," MF Working Papers 37, Ministry of Finance in Poland.
- Chiu, Chien-Liang & Chang, Ting-Huan, 2009. "What proportion of renewable energy supplies is needed to initially mitigate CO2 emissions in OECD member countries?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 13(6-7), pages 1669-1674, August.
- Obstfeld, Maurice & Rogoff, Kenneth, 2000.
"New directions for stochastic open economy models,"
Journal of International Economics, Elsevier, vol. 50(1), pages 117-153, February.
- Obstfeld, Maurice & Rogoff, Kenneth, 1999. "New Directions for Stochastic Open Economy Models," Department of Economics, Working Paper Series qt5pf7g8sh, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld & Kenneth Rogoff, 2000. "New Directions for Stochastic Open Economy Models," International Finance 0004002, University Library of Munich, Germany.
- Obstfeld, Maurice & Rogoff, Kenneth, 1999. "New Directions for Stochastic Open Economy Models," Center for International and Development Economics Research, Working Paper Series qt5pf7g8sh, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld & Kenneth Rogoff, 1999. "New Directions for Stochastic Open Economy Models," NBER Working Papers 7313, National Bureau of Economic Research, Inc.
- Maurice Obstfeld and Kenneth Rogoff., 1999. "New Directions for Stochastic Open Economy Models," Center for International and Development Economics Research (CIDER) Working Papers C99-107, University of California at Berkeley.
- Massacci, Daniele, 2017. "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, vol. 197(1), pages 101-129.
- Zhang, Xiaobei & Wang, Xiaojun, 2021. "Measures of human capital and the mechanics of economic growth," China Economic Review, Elsevier, vol. 68(C).
- Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2014. "Asymmetric adjustment toward optimal capital structure: Evidence from a crisis," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 226-242.
- Saghaian, Sayed H. & Reed, Michael R., 2004. "Integrating Marginal Cost into Pricing-to-market Models for U.S. Agricultural Products," CAFRI: Current Agriculture, Food and Resource Issues, Canadian Agricultural Economics Society, issue 5, pages 1-17, July.
- Stöllinger, Roman, 2013.
"International spillovers in a world of technology clubs,"
Structural Change and Economic Dynamics, Elsevier, vol. 27(C), pages 19-35.
- Roman Stöllinger, 2012. "International Spillovers in a World of Technology Clubs," wiiw Working Papers 79, The Vienna Institute for International Economic Studies, wiiw.
- Abdulqadir, Idris A. & Asongu, Simplice A., 2022.
"The asymmetric effect of internet access on economic growth in sub-Saharan Africa,"
Economic Analysis and Policy, Elsevier, vol. 73(C), pages 44-61.
- Idris A. Abdulqadir & Simplice A. Asongu, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," Research Africa Network Working Papers 21/075, Research Africa Network (RAN).
- Idris A. Abdulqadir & Simplice A. Asongu, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/070, African Governance and Development Institute..
- Idris A. Abdulqadir & Simplice A. Asongu, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," Research Africa Network Working Papers 21/070, Research Africa Network (RAN).
- Abdulqadir, Idris & Asongu, Simplice, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," MPRA Paper 110853, University Library of Munich, Germany.
- Idris A. Abdulqadir & Simplice A. Asongu, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/075, African Governance and Development Institute..
- Idris A. Abdulqadir & Simplice A. Asongu, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," Working Papers 21/070, European Xtramile Centre of African Studies (EXCAS).
- Idris A. Abdulqadir & Simplice A. Asongu, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," Working Papers 21/075, European Xtramile Centre of African Studies (EXCAS).
- Abdulqadir, Idris & Asongu, Simplice, 2021. "The asymmetric effect of internet access on economic growth in sub-Saharan Africa," MPRA Paper 111557, University Library of Munich, Germany.
- Che, Chou Ming, 2013. "Panel threshold analysis of Taiwan's outbound visitors," Economic Modelling, Elsevier, vol. 33(C), pages 787-793.
- Risti Permani, 2021. "FTA, Exchange rate pass‐through and export price behavior – Lessons from the Australian dairy sector," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 65(1), pages 192-221, January.
More about this item
Keywords
International Relations/Trade;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:aaea04:20295. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/aaeaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.