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A Reappraisal of the Border Effect on Relative Price Volatility
Cheung, Yin-Wong - 2013
Engel and Rogers (1996) find that crossing the US-Canada border can considerably raise relative price volatility and … that exchange rate fluctuations explain about one-third of the volatility increase. In re-evaluating the border effect …, this study shows that cross-country heterogeneity in price volatility can lead to significant bias in measuring the border …
Persistent link: https://www.econbiz.de/10012754392
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Cross-Country Relative Price Volatility : Effects of Market Structure
Cheung, Yin-Wong; Fujii, Eiji - 2021
standard markup pricing model, reductions in market competition, along with increased nominal exchange rate volatility, are …
Persistent link: https://www.econbiz.de/10013318560
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Cross-Country Relative Price Volatility : Effects of Market Structure
Research, Hong Kong Institute for Monetary and Financial - 2022
standard markup pricing model, reductions in market competition, along with increased nominal exchange rate volatility, are …
Persistent link: https://www.econbiz.de/10014048651
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A reappraisal of the border effect on relative price volatility
Cheung, Yin-Wong; Lai, Kon-sun - 2006
Engel and Rogers (1996) find that crossing the US-Canada border can considerably raise relative price volatility and … that exchange rate fluctuations explain about one-third of the volatility increase. In re-evaluating the border effect …, this study shows that cross-country heterogeneity in price volatility can lead to significant bias in measuring the border …
Persistent link: https://www.econbiz.de/10003270605
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Inter-Region Relative Price Convergence in Korea
Moon, Seongman - 2017
This paper examines the persistence of relative consumer price indices for 15 regions in Korea including 6 metropolitan cities and 9 provinces over the period of 1990-2016. In particular, we ask if relative regional price indices contain a common stochastic trend and find that they are not. We...
Persistent link: https://www.econbiz.de/10012952789
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Inter-region relative price convergence in Korea
Moon, Seongman - In: East Asian economic review 21 (2017) 2, pp. 123-146
This paper examines the persistence of relative consumer price indices for 15 regions in Korea including 6 metropolitan cities and 9 provinces over the period of 1990-2016. In particular, we ask if relative regional price indices contain a common stochastic trend and find that they are not. We...
Persistent link: https://www.econbiz.de/10011765060
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Asian Pacific Real Exchange Rates and Relative Prices
Chinn, Menzie David - 1998
In this paper, the evidence for a relative tradables-nontradables price based explanation for long run movements in East Asian real exchange rates is examined. Using both time series cointegration techniques and panel regression procedures, I find that the real exchange rates are cointegrated...
Persistent link: https://www.econbiz.de/10014082767
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Real Exchange Rate Movements and the Relative Price of Non-traded Goods
Betts, Caroline - 2008
We study the quarterly bilateral real exchange rate and the relative price of non-traded to traded goods for 1225 country pairs over 1980-2005. We show that the two variables are positively correlated, but that movements in the relative price measure are smaller than those in the real exchange...
Persistent link: https://www.econbiz.de/10012722646
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Relative price volatility : what role does the border play?
Engel, Charles; Rogers, John H. - In: Intranational macroeconomics : [a collection of 12 …, (pp. 92-111). 2000
Persistent link: https://www.econbiz.de/10001551680
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Relative price volatility : what role does the border play?
Engel, Charles - 1998
Persistent link: https://www.econbiz.de/10000995024