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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. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2008. "Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information," NBER Working Papers 14381, National Bureau of Economic Research, Inc.
  2. Cristina Terra & Frederico Valladares, 2009. "Real Exchange Rate Misalignments," THEMA Working Papers 2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. repec:oxf:wpaper:wps/2012-01 is not listed on IDEAS
  4. Hyeongwoo Kim & Deockhyun Ryu, 2013. "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series auwp2013-08, Department of Economics, Auburn University.
  5. Rahul Giri, 2010. "Local Costs of Distribution, International Trade Costs and Micro Evidence on the Law of One Price," Working Papers 1001, Centro de Investigacion Economica, ITAM.
  6. Yuriy Gorodnichenko & Linda Tesar, 2005. "A Re-Examination of the Border Effect," Working Papers 546, Research Seminar in International Economics, University of Michigan.
  7. Eyal Baharad & Benjamin Eden, 2003. "Price Rigidity and Price Dispersion: Evidence from Micro Data," Vanderbilt University Department of Economics Working Papers 0321, Vanderbilt University Department of Economics.
  8. Bernhofen, Daniel M & Eberhardt, Markus & Li, Jianan & Morgan, Stephen L., 2016. "Assessing market (dis)integration in early modern China and Europe," CEPR Discussion Papers 11288, C.E.P.R. Discussion Papers.
  9. Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O & Rey, Hélène, 2009. "One TV, One Price?," CEPR Discussion Papers 7504, C.E.P.R. Discussion Papers.
  10. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2015. "Noisy information, distance and law of one price dynamics across US cities," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 52-66.
  11. Anthony Landry & Marianne Baxter, 2013. "IKEA: Product, Pricing, and Pass-Through," 2013 Meeting Papers 1363, Society for Economic Dynamics.
  12. Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers 138, Oesterreichische Nationalbank (Austrian Central Bank).
  13. Chen, Lein-Lein & Choi, Seungmook & Devereux, John, 2015. "Accounting for real exchange rate changes at long time horizons," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 264-277.
  14. Nicolas Berman & Thierry Mayer & Philippe Martin, 2009. "How do different exporters react to exchange rate changes? Theory, empirics and aggregate implications," Sciences Po publications 7493, Sciences Po.
  15. Raphael Auer & Thomas Chaney & Philip Sauré, 2012. "Quality pricing-to-market," Globalization and Monetary Policy Institute Working Paper 125, Federal Reserve Bank of Dallas.
  16. Tomás Slacík, 2008. "(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate," FIW Working Paper series 018, FIW.
  17. Tommaso Monacelli & Luca Sala, 2009. "The International Dimension of Inflation: Evidence from Disaggregated Consumer Price Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 101-120, 02.
  18. Yamin Ahmad & William Craighead, 2010. "Temporal Aggregation and Purchasing Power Parity Persistence," Working Papers 10-01, UW-Whitewater, Department of Economics, revised Feb 2011.
  19. Jaewoo Lee, 2005. "Transfer Effect in National Price Levels," International Finance 0512004, EconWPA.
  20. Martin Berka & Michael B. Devereux, 2010. "What Determines European Real Exchange Rates?," NBER Working Papers 15753, National Bureau of Economic Research, Inc.
  21. Lionel Fontagné & Guillaume Gaulier & Soledad Zignago, 2008. "Specialization across varieties and North-South competition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00270494, HAL.
  22. Paul R. Bergin & Reuven Glick, 2006. "Global price dispersion: are prices converging or diverging?," Working Paper Series 2006-50, Federal Reserve Bank of San Francisco.
  23. Yin-Wong Cheung & Eiji Fujii, 2008. "Deviations from the Law of One Price in Japan," CESifo Working Paper Series 2275, CESifo Group Munich.
  24. 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 831, Boston College Department of Economics, revised 04 Apr 2014.
  25. Thanasis Stengos & M. Ege Yazgan, 2012. "Persistence in Real Exchange Rate Convergence," Working Papers 1207, University of Guelph, Department of Economics and Finance.
  26. Carlos Carvalho & Fernanda Nechio, 2010. "Aggregation and the PPP puzzle in a sticky-price model," Working Paper Series 2010-06, Federal Reserve Bank of San Francisco.
  27. Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
  28. Ina Simonovska, 2010. "Income Differences and Prices of Tradables: Insights from an Online Retailer," NBER Working Papers 16233, National Bureau of Economic Research, Inc.
  29. Roberto S. Mariano, 2011. "Comment on "The Consumption Terms of Trade and Commodity Prices"," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 145-146 National Bureau of Economic Research, Inc.
  30. Choi, Chi-Young & Choi, Horag, 2014. "Does distance reflect more than transport costs?," Economics Letters, Elsevier, vol. 125(1), pages 82-86.
  31. Laura Mayoral & Maria Dolores Gadea, 2009. "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," UFAE and IAE Working Papers 787.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  32. M. Ege Yazgan & Hakan Yilmazkuday, 2015. "High versus Low Inflation: Implications for Price-Level Convergence," Working Papers 1503, Florida International University, Department of Economics.
  33. Ravn, Morten O & Schmitt-Grohé, Stephanie & Uribe, Martín, 2007. "Pricing to Habits and the Law of One Price," CEPR Discussion Papers 6030, C.E.P.R. Discussion Papers.
  34. Christian Broda & David E. Weinstein, 2008. "Understanding International Price Differences Using Barcode Data," NBER Working Papers 14017, National Bureau of Economic Research, Inc.
  35. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," NBER Working Papers 10480, National Bureau of Economic Research, Inc.
  36. Pippenger, John, 2015. "Arbitrage and the Law of One Price: Setting the Record Straight," University of California at Santa Barbara, Economics Working Paper Series qt27t4q265, Department of Economics, UC Santa Barbara.
  37. Mayoral, Laura & Dolores Gadea, María, 2011. "Aggregate real exchange rate persistence through the lens of sectoral data," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 290-304.
  38. Bilgili, Faik, 2011. "City price convergence in Turkey with structural breaks," MPRA Paper 54295, University Library of Munich, Germany.
  39. 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;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(1), pages 155-166, April.
  40. Alberto Cavallo & Brent Neiman & Roberto Rigobon, 2014. "Currency Unions, Product Introductions, and the Real Exchange Rate," The Quarterly Journal of Economics, Oxford University Press, vol. 129(2), pages 529-595.
  41. Mario J. Crucini & Mototsugu Shintani, 2006. "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Vanderbilt University Department of Economics Working Papers 0616, Vanderbilt University Department of Economics.
  42. Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers 786.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  43. Lee, Inkoo & Shin, Jonghyup, 2010. "Real exchange rate dynamics in the presence of non-traded goods and transaction costs," Economics Letters, Elsevier, vol. 106(3), pages 216-218, March.
  44. Hiranya K. Nath & Natalie Hegwood, 2012. "Structural Breaks and Relative Price Convergence among U.S. Cities," Working Papers 1204, Sam Houston State University, Department of Economics and International Business.
  45. Choi, Chi-Young & Choi, Horag, 2014. "The role of two frictions in geographic price dispersion: when market friction meets nominal rigidity," Globalization and Monetary Policy Institute Working Paper 219, Federal Reserve Bank of Dallas.
  46. Andres Elberg, 2014. "Temporal Aggregation and Convergence to the Law of One Price: Evidence from Micro Data," Working Papers 53, Facultad de Economía y Empresa, Universidad Diego Portales.
  47. 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, vol. 90(2), pages 237-243, November.
  48. Yazgan, M. Ege & Yilmazkuday, Hakan, 2011. "Price-level convergence: New evidence from U.S. cities," Economics Letters, Elsevier, vol. 110(2), pages 76-78, February.
  49. Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2010. "The micro-macro disconnect of purchasing power parity," Working Paper Series 2010-14, Federal Reserve Bank of San Francisco.
  50. Vicente Tuesta & Juan F. Rubio-Ramirez & Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers 09/212, International Monetary Fund.
  51. Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics.
  52. Roberto Rigobon & Brent Neiman & Alberto Cavallo, 2013. "Product Introductions, Currency Unions, and the Real Exchange Rate," 2013 Meeting Papers 1357, Society for Economic Dynamics.
  53. 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, vol. 40(2), pages 37-59.
  54. Yothin Jinjarak & Kanda Naknoi, 2010. "Real Exchange Rate Fluctuations, Wage Stickiness and Tradability," Purdue University Economics Working Papers 1255, Purdue University, Department of Economics.
  55. 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.
  56. Andrade, Philippe & Zachariadis, Marios, 2016. "Global versus local shocks in micro price dynamics," Journal of International Economics, Elsevier, vol. 98(C), pages 78-92.
  57. Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
  58. Boivin, Jean & Clark, Robert & Vincent, Nicolas, 2012. "Virtual borders," Journal of International Economics, Elsevier, vol. 86(2), pages 327-335.
  59. Lionel Fontagné & Guillaume Gaulier & Soledad Zignago, 2007. "Specialisation across Varieties within Products and North-South Competition," Working Papers 2007-06, CEPII research center.
  60. Ariel Burstein, 2010. "The Research Agenda: Ariel Burstein on International Trade and Macroeconomics," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 12(1), November.
  61. Paul R. Bergin & Reuven Glick, 2005. "Tradability, productivity, and understanding international economic integration," Working Paper Series 2005-13, Federal Reserve Bank of San Francisco.
  62. Mark M. Spiegel, 2011. "Comment on "The Consumption Terms of Trade and Commodity Prices"," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 147-151 National Bureau of Economic Research, Inc.
  63. Ca'Zorzi, Michele & Muck, Jakub & Rubaszek, Michal, 2015. "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization and Monetary Policy Institute Working Paper 229, Federal Reserve Bank of Dallas.
  64. repec:spo:wpecon:info:hdl:2441/10221 is not listed on IDEAS
  65. Yan, Isabel K. & Kakkar, Vikas, 2011. "Real Exchange Rates and Productivity: Evidence From Asia," MPRA Paper 35218, University Library of Munich, Germany.
  66. repec:hal:wpaper:hal-00973027 is not listed on IDEAS
  67. 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.
  68. Mario J. Crucini & Chris I. Telmer & Marios Zachariadis, 2001. "Understanding European Real Exchange Rates," Vanderbilt University Department of Economics Working Papers 0120, Vanderbilt University Department of Economics.
  69. Glushchenko Konstantin, 2002. "Common Russian Market: Myth rather than Reality," EERC Working Paper Series 01-11e, EERC Research Network, Russia and CIS.
  70. Kim, Hyeongwoo & Moh, Young-Kyu, 2009. "A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity," MPRA Paper 17488, University Library of Munich, Germany.
  71. Elberg, Andrés, 2016. "Sticky prices and deviations from the Law of One Price: Evidence from Mexican micro-price data," Journal of International Economics, Elsevier, vol. 98(C), pages 191-203.
  72. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 238-259, March.
  73. Hiranya K. Nath & Jayanta Sarkar, 2014. "City Relative Price Dynamics in Australia: Are Structural Breaks Important?," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 33-48, 03.
  74. Ina Simonovska, 2011. "Income Differences and Prices of Tradables," Working Papers 1015, University of California, Davis, Department of Economics.
  75. Ming-Jen Chang & Chang-Ching Lin & Shou-Yung Yin, 2013. "The Behaviour of Real Exchange Rates: The Case of Japan," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 530-545, October.
  76. Marina Glushenkova & Andros Kourtellos & Marios Zachariadis, 2016. "Barriers to price convergence," University of Cyprus Working Papers in Economics 02-2016, University of Cyprus Department of Economics.
  77. Gita Gopinath & Pierre-Olivier Gourinchas & Chang-Tai Hsieh & Nicholas Li, 2009. "Estimating the border effect: some new evidence," Working Papers 09-10, Federal Reserve Bank of Boston.
  78. MarioJ. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010. "The Law of One Price without the Border: The Role of Distance versus Sticky Prices," Economic Journal, Royal Economic Society, vol. 120(544), pages 462-480, 05.
  79. Dmitry Kulikov, 2015. "Law of One Price in the euro area: an empirical investigation using Nielsen disaggregated price data," Bank of Estonia Working Papers wp2014-10, Bank of Estonia, revised 20 Jan 2015.
  80. Midrigan, Virgiliu, 2007. "International price dispersion in state-dependent pricing models," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2231-2250, November.
  81. LAN, Yuexing & SYLWESTER, Kevin, 2010. "Does the law of one price hold in China? Testing price convergence using disaggregated data," China Economic Review, Elsevier, vol. 21(2), pages 224-236, June.
  82. Kakkar, Vikas & Yan, Isabel, 2014. "Determinants of real exchange rates: : An empirical investigation," BOFIT Discussion Papers 1/2014, Bank of Finland, Institute for Economies in Transition.
  83. Mark Witte & Rachel Williams, 2014. "Duopolists’ Retail Pricing Behavior in Multiple Markets," Journal of Industry, Competition and Trade, Springer, vol. 14(1), pages 67-81, March.
  84. 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 auwp2012-02, Department of Economics, Auburn University.
  85. 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.
  86. Caglayan, Mustafa & Filiztekin, Alpay, 2012. "The law of one price and the role of market structure," MPRA Paper 36975, University Library of Munich, Germany.
  87. 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.
  88. 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, vol. 30(5), pages 749-763, September.
  89. Joanna Wolszczak-Derlacz, 2008. "Price convergence in the EU—an aggregate and disaggregate approach," International Economics and Economic Policy, Springer, vol. 5(1), pages 25-47, July.
  90. Strasser, Georg, 2013. "Exchange rate pass-through and credit constraints," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 25-38.
  91. repec:qut:auncer:2013_01 is not listed on IDEAS
  92. Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O & Rey, Hélène, 2005. "'Aggregation Bias' DOES Explain the PPP Puzzle," CEPR Discussion Papers 5237, C.E.P.R. Discussion Papers.
  93. Martin Berka & Michael B. Devereux, 2013. "Trends in European real exchange rates," Economic Policy, CEPR;CES;MSH, vol. 28(74), pages 193-242, 04.
  94. Lee, Inkoo, 2010. "Geographic price dispersion in retail markets: Evidence from micro-data," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1169-1177, December.
  95. Kim, Soyoung & Lee, Jong-Wha, 2008. "Real and Financial Integration in East Asia," Working Papers on Regional Economic Integration 17, Asian Development Bank.
  96. Daniel Vaughan, 2013. "An Analysis of the Process of Disinflationary Structural Change: The Case of Mexico," Working Papers 2013-12, Banco de México.
  97. Jeffrey S. Zax & Yin He, 2016. "The Law Of One Price In Chinese Factor Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1550101-01 .
  98. Jiøí Schwarz, 2011. "Impact of Institutions on Cross-Border Price Dispersion," Working Papers IES 2011/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2011.
  99. 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 XREAP2008-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
  100. Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation in Europe," Working Papers 267, Bruegel.
  101. Ming-Jen Chang, 2016. "Half-Life Deviations From Purchasing Power Parity: Evidence From Pacific Rim Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1650003-01 .
  102. repec:aea:aecrev:v:107:y:2017:i:1:p:249-82 is not listed on IDEAS
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