Since 2014
Time-Dependent or State-Dependent Pricing? Evidence From a Large Devaluation
Brazilian Review of Econometrics
View Archive Info| Field | Value | |
| Title |
Time-Dependent or State-Dependent Pricing? Evidence From a Large Devaluation
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| Creator |
Guimaraes, Bernardo; Escola de Economia de Sao Paulo - FGV
Feltrin Jr, Celio |
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| Subject |
state-dependent pricing; time-dependent pricing; currency devaluation; frequency of price changes
E31; E32 |
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| Description |
State-dependent and time-dependent price setting models yield distinct implications for how frequency and magnitude of price changes react to shocks. This note studies pricing behavior in Brazil following the large devaluation of the Brazilian Real in 1999 to distinguish between models. The results are consistent with state-dependent pricing.
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| Publisher |
Sociedade Brasileira de Econometria
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| Contributor |
—
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| Date |
2016-11-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/56757
10.12660/bre.v99n992016.56757 |
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| Source |
Brazilian Review of Econometrics; Vol 36, No 2 (2016); 311-324
Brazilian Review of Econometrics; Vol 36, No 2 (2016); 311-324 1980-2447 |
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| Language |
eng
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| Relation |
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/56757/65351
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/downloadSuppFile/56757/1947 |
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| Rights |
Copyright (c) 2016 Brazilian Review of Econometrics
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