Non-linear adjustment in law of one price deviations and physical characteristics of goods
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- Martin Berka, 2009. "Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 51-73, February.
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Citations
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Cited by:
- Berka, Martin, 2005. "General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence," MPRA Paper 234, University Library of Munich, Germany.
- James MacGee & Chris Hajzler, 2012.
"Retail Price Differences across U.S. and Canadian Cities during the Interwar Period,"
2012 Meeting Papers
1126, Society for Economic Dynamics.
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- Frank Mueller‐Langer, 2012. "Parallel Trade and its Ambiguous Effects on Global Welfare," Review of International Economics, Wiley Blackwell, vol. 20(1), pages 177-185, February.
- Ozlem Inanc & Marios Zachariadis, 2006. "International Price Dispersion and the Direction of Trade," University of Cyprus Working Papers in Economics 2-2006, University of Cyprus Department of Economics.
- repec:ris:apltrx:0360 is not listed on IDEAS
- Gawon Yoon, 2010. "Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1125-1132.
- Liontakis, Angelos E. & Papadas, Christos T., 2009. "Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach," 113th Seminar, September 3-6, 2009, Chania, Crete, Greece 58084, European Association of Agricultural Economists.
More about this item
Keywords
Law of One Price Deviations; Real Exchange Rate Persistence; Non-Linearities; transaction costs; Physical Weight; Physical Volume; Threshold Autregres-sive Models;JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-05-10 (Central Banking)
- NEP-IFN-2008-05-10 (International Finance)
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