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Price Rigidity and Price Dispersion: Evidence from Micro Data

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Cited by:

  1. Etienne Gagnon & David López-Salido & Nicolas Vincent, 2013. "Individual Price Adjustment along the Extensive Margin," NBER Macroeconomics Annual, University of Chicago Press, vol. 27(1), pages 235-281.
  2. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005. "Large Devaluations and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 113(4), pages 742-784, August.
  3. Aysoy, Cem & Aysoy, Cevriye & Tumen, Semih, 2014. "Quantifying and explaining stickiness in housing rents: A Turkish case study with micro-level data," Journal of Housing Economics, Elsevier, vol. 25(C), pages 62-74.
  4. Silvia Fabiani & Mario Porqueddu, 2015. "Changing prices ... changing times: evidence for Italy," Questioni di Economia e Finanza (Occasional Papers) 275, Bank of Italy, Economic Research and International Relations Area.
  5. Jeffrey R. Campbell & Benjamin Eden, 2014. "Rigid Prices: Evidence From U.S. Scanner Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(2), pages 423-442, May.
  6. Bartosz Mackowiak & Frank Smets, 2008. "On implications of micro price data for macro models," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  7. M. Utku Özmen & Orhun Sevinç, 2016. "Price Rigidity in Turkey: Evidence from Micro Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(4), pages 1029-1045, April.
  8. Alvarez, Luis J. & Hernando, Ignacio, 2006. "Price setting behaviour in Spain: Evidence from consumer price micro-data," Economic Modelling, Elsevier, vol. 23(4), pages 699-716, July.
  9. Dixon, Huw David, 2009. "A unified framework for understanding and comparing dynamic wage and price setting models," Cardiff Economics Working Papers E2009/20, Cardiff University, Cardiff Business School, Economics Section.
  10. Silvia Fabiani & Angela Gattulli & Giovanni Veronese & Roberto Sabbatini, 2010. "Price adjustment in Italy: evidence from micro producer and consumer prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 93-104.
  11. Caglayan, Mustafa & Filiztekin, Alpay & Rauh, Michael T., 2008. "Inflation, price dispersion, and market structure," European Economic Review, Elsevier, vol. 52(7), pages 1187-1208, October.
  12. Martha Misas A. & Enrique López E. & Juan Carlos Parra A., 2013. "Price Formation in Colombian Firms: Evidence Gathered from a Direct Survey," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Inflationary Dynamics, Persistence, and Prices and Wages Formation, edition 1, volume 1, chapter 11, pages 251-321, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  13. Benjamin Eden, 2018. "Price Dispersion And Demand Uncertainty: Evidence From U.S. Scanner Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1035-1075, August.
  14. repec:onb:oenbwp:y::i:162:b:1 is not listed on IDEAS
  15. Emmanuel Dhyne & Jerzy Konieczny & Fabio Rumler & Patrick Sevestre, 2009. "Price rigidity in the euro area - An assessment," European Economy - Economic Papers 2008 - 2015 380, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  16. Etienne Gagnon, 2009. "Price Setting during Low and High Inflation: Evidence from Mexico," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(3), pages 1221-1263.
  17. Enders, Zeno & Jung, Philip & Müller, Gernot J., 2013. "Has the Euro changed the business cycle?," European Economic Review, Elsevier, vol. 59(C), pages 189-211.
  18. Erwan Gautier, 2009. "Les ajustements microéconomiques des prix : une synthèse des modèles théoriques et résultats empiriques," Revue d'économie politique, Dalloz, vol. 119(3), pages 323-372.
  19. B. Verhelst & D. Van Den Poel, 2010. "Price rigidity in Europe and the US: A comparative analysis using scanner data," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/684, Ghent University, Faculty of Economics and Business Administration.
  20. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
  21. Laurent Baudry & Hervé Le Bihan & Patrick Sevestre & Sylvie Tarrieu, 2007. "What do Thirteen Million Price Records have to Say about Consumer Price Rigidity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 139-183, April.
  22. Alvarez González, Luis Julián, 2008. "What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
  23. Huw David Dixon & Kun Tian, 2017. "What We can Learn About the Behaviour of Firms from the Average Monthly Frequency of Price-Changes: An Application to the UK CPI Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 907-932, December.
  24. Gaetano Lisi, 2011. "Price Dispersion in the Housing Market: The Role of Bargaining and Search Costs," Working Papers hal-00628323, HAL.
  25. Tian, Maoshan & Dixon, Huw David, 2018. "The Cross-sectional Distribution of Completed Lifetimes: Some New Inferences from Survival Analysis," Cardiff Economics Working Papers E2018/27, Cardiff University, Cardiff Business School, Economics Section.
  26. Ross D. Hickey & David S. Jacks, 2011. "Nominal rigidities and retail price dispersion in Canada over the twentieth century," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(3), pages 749-780, August.
  27. Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  28. Balaguer, Jacint & Ripollés, Jordi, 2018. "The dynamics pattern of price dispersion in retail fuel markets," Energy Economics, Elsevier, vol. 74(C), pages 546-564.
  29. Diego Daruich & Julian Kozlowski, 2023. "Macroeconomic Implications of Uniform Pricing," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 64-108, July.
  30. Veronese, Giovanni & Fabiani, Silvia & Gattulli, Angela & Sabbatini, Roberto, 2005. "Consumer price behaviour in Italy: evidence from micro CPI data," Working Paper Series 449, European Central Bank.
  31. Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006. "Consumer price adjustment under the microscope: Germany in a period of low inflation," Working Paper Series 652, European Central Bank.
  32. Emmanuel Dhyne & Luis J. Álvarez & Hervé Le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lünnemann & Fabio Rumler & Jouko Vilmunen, 2005. "Price setting in the euro area: Some stylized facts from Individual Consumer Price Data," Working Paper Research 74, National Bank of Belgium.
  33. Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011. "Price setting in a leading Swiss online supermarket," CAMA Working Papers 2011-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  34. Dixon, Huw, 2006. "The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models," Working Paper Series 676, European Central Bank.
  35. Silvia Fabiani & Angela Gattulli & Roberto Sabbatini & Giovanni Veronese, 2006. "Consumer Price Setting in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(1), pages 31-74, May.
  36. Doron Sayag & Avichai Snir & Daniel Levy, 2024. "Small Price Changes, Sales Volume, and Menu Cost," Papers 2403.07166, arXiv.org.
  37. Martha Misas A. & Enrique López E. & Juan Carlos Parra A., 2013. "La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Dinámica inflacionaria, persistencia y formación de precios y salarios, edition 1, chapter 11, pages 273-348, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  38. Gita Gopinath & Roberto Rigobon, 2008. "Sticky Borders," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(2), pages 531-575.
  39. Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in the Euro Area: A Summary of New Micro-Evidence," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
  40. Mark Bils & Peter J. Klenow, 2004. "Some Evidence on the Importance of Sticky Prices," Journal of Political Economy, University of Chicago Press, vol. 112(5), pages 947-985, October.
  41. Rongrong Sun, 2014. "Nominal rigidity and some new evidence on the New Keynesian theory of the output-inflation tradeoff," International Economics and Economic Policy, Springer, vol. 11(4), pages 575-597, December.
  42. Carlos Viana de Carvalho, 2004. "The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia," Macroeconomics 0412013, University Library of Munich, Germany, revised 10 Oct 2005.
  43. Emmanuel Dhyne, 2009. "A global assessment of the degree of price stickiness - results from the NBB Business survey," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(1), pages 57-77.
  44. Michel Beine & Étienne Farvaque, 2011. "Clause de non-renouvellement et rigidité des prix. Résultats sur le secteur de l'édition en France," Revue économique, Presses de Sciences-Po, vol. 62(1), pages 57-66.
  45. Allen Head & Lucy Qian Liu & Guido Menzio & Randall Wright, 2012. "Sticky Prices: A New Monetarist Approach," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 939-973, October.
  46. Luis J. Álvarez & Pablo Burriel & Ignacio Hernando, 2010. "Price-setting behaviour in Spain: evidence from micro PPI data," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 105-121.
  47. Dixon Huw, 2012. "A Unified Framework for Using Micro-Data to Compare Dynamic Time-Dependent Price-Setting Models," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-45, July.
  48. Neiman, Brent, 2010. "Stickiness, synchronization, and passthrough in intrafirm trade prices," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 295-308, April.
  49. Enders, Zeno & Vespermann, David, 2024. "Cross-country unemployment insurance, transfers, and trade-offs in international risk sharing," Journal of Monetary Economics, Elsevier, vol. 147(S).
  50. Paulie, Charlotte, 2019. "Does Inflation Targeting Reduce the Dispersion of Price Setters’ Inflation Expectations?," Working Paper Series 370, Sveriges Riksbank (Central Bank of Sweden).
  51. Mónica Costa Dias & Daniel Dias & Pedro Duarte Neves, 2008. "Stylised features of consumer price setting behaviour in Portugal: 1992–2001," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(2), pages 75-99, August.
  52. Mikhail Golosov & Robert E. Lucas Jr., 2007. "Menu Costs and Phillips Curves," Journal of Political Economy, University of Chicago Press, vol. 115(2), pages 171-199.
  53. Benjamin Eden & Maya Eden & Jonah Yuen, 2016. "Inside The Price Dispersion Box: Evidence From Us Scanner Data," Vanderbilt University Department of Economics Working Papers 16-00017, Vanderbilt University Department of Economics.
  54. Heinrichs, Katrin & Wagner, Helmut, 2019. "Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 283-307.
  55. Klenow, Peter J. & Malin, Benjamin A., 2010. "Microeconomic Evidence on Price-Setting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 6, pages 231-284, Elsevier.
  56. Lisi, Gaetano, 2011. "Price dispersion in the housing market: the role of bargaining and search costs," MPRA Paper 33863, University Library of Munich, Germany.
  57. Mamello Amelia Nchake & Lawrence Edwards & Neil Rankin, 2015. "Price-Setting Behaviour in Lesotho: Stylised Facts from Consumer Retail Prices," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 199-219, June.
  58. Diego Daruich & Julian Kozlowski, 2018. "Uniform Pricing Within and Across Regions: New Evidence from Argentina," Working Papers 2018-10, Federal Reserve Bank of St. Louis.
  59. Hemmaty , Maryam & Bayat , Saeed, 2013. "Price Setting in Iran: Some Stylized Facts from CPI Micro Data," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(1), pages 75-108, January.
  60. Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), 2013. "Inflationary Dynamics, Persistence, and Prices and Wages Formation," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, edition 1, volume 1, number 2en, December.
  61. Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011. "Price setting in a leading Swiss online supermarket," CAMA Working Papers 2011-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  62. Carlos Carvalho, 2005. "Heterogeneity in Price Setting and the Real Effects of Monetary Shocks," Macroeconomics 0509017, University Library of Munich, Germany, revised 10 Oct 2005.
  63. C. Yiu & S. Wong & K. Chau, 2009. "Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 241-253, April.
  64. Emmanuel Dhyne & Luis J. Alvarez & Herve Le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lunnemann & Fabio Rumler & Jouko Vilmunen, 2006. "Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data," Journal of Economic Perspectives, American Economic Association, vol. 20(2), pages 171-192, Spring.
  65. Rumler Fabio & Stiglbauer Alfred & Baumgartner Josef, 2011. "Patterns and Determinants of Price Changes: Analysing Individual Consumer Prices in Austria," German Economic Review, De Gruyter, vol. 12(3), pages 336-350, August.
  66. Nicoletta Berardi & Patrick Sevestre & Jonathan Thébault, 2017. "The Determinants of Consumer Price Dispersion: Evidence from French Supermarkets," Post-Print hal-01685367, HAL.
  67. Alexander L. Wolman, 2007. "The frequency and costs of individual price adjustment," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 531-552.
  68. Charles Leung & Youngman Leong & Siu Wong, 2006. "Housing Price Dispersion: An Empirical Investigation," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 357-385, May.
  69. Emi Nakamura & Jón Steinsson, 2008. "Five Facts about Prices: A Reevaluation of Menu Cost Models," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(4), pages 1415-1464.
  70. Kochen Federico, 2016. "Price-Setting in Mexico and the Real Effects of Monetary Shocks," Working Papers 2016-21, Banco de México.
  71. Sheremirov, Viacheslav, 2020. "Price dispersion and inflation: New facts and theoretical implications," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 59-70.
  72. Juan Pablo Medina G. & David Rappoport W. & Claudio Soto G., 2007. "Dynamics of Price Adjustments: Evidence From Micro Level Data For Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(2), pages 5-26, August.
  73. Peng Zhou & Huw Dixon, 2019. "The Determinants of Price Rigidity in the UK: Analysis of the CPI and PPI Microdata and Application to Macrodata Modelling," Manchester School, University of Manchester, vol. 87(5), pages 640-677, September.
  74. Ysusi Carla, 2010. "Consumer Price Behavior in Mexico Under Inflation Targeting: A Microdata Approach," Working Papers 2010-09, Banco de México.
  75. Bethmann, Dirk, 2018. "An improvement to Jensen’s inequality and its application to mating market clearing when paternity is uncertain," Mathematical Social Sciences, Elsevier, vol. 91(C), pages 71-74.
  76. Rafael Portillo & Luis-Felipe Zanna & Stephen O’Connell & Richard Peck, 2016. "Implications of food subsistence for monetary policy and inflation," Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 782-810.
  77. Maoshan Tian & Huw Dixon, 2022. "The variances of non-parametric estimates of the cross-sectional distribution of durations," Econometric Reviews, Taylor & Francis Journals, vol. 41(10), pages 1243-1264, November.
  78. Dixon, Huw & Seaton, Jonathan & Waterson, Michael, 2014. "Price Flexibility In British Supermarkets: Moderation And Recession," The Warwick Economics Research Paper Series (TWERPS) 1041, University of Warwick, Department of Economics.
  79. Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Decomposing inflation using micropricelevel data South Africas pricing dynamics," Working Papers 7353, South African Reserve Bank.
  80. Wang, Peng-fei & Wen, Yi, 2006. "Another look at sticky prices and output persistence," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2533-2552, December.
  81. Hasan Engin Duran & Burak Dindaroğlu, 2021. "Regional inflation persistence in Turkey," Growth and Change, Wiley Blackwell, vol. 52(1), pages 460-491, March.
  82. Paulie, Charlotte, 2019. "Does Inflation Targeting Reduce the Dispersion of Price Setters’ Inflation Expectations?," Working Paper Series 2018:16, Uppsala University, Department of Economics.
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