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PRICE TRANSMISSION AND ASYMMETRIC ADJUSTMENT IN THE SPANISH DAIRY SECTOR
2002Asymmetric threshold error correction models are used to analyze price relationships and patterns of transmission among farm and retail markets for a variety of dairy products in Spain. Our empirical analysis is conducted using both weekly and monthly price data.
Serra, Teresa +3 more
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Asymmetric Price Adjustment in the Dutch Mortgage Market
2005We analyze the mortgage interest rate setting behavior of the four largest banks in the Dutch mortgage market using advertised interest rates at a daily frequency from October 1997 to July 2003. We find that the pass-through of funding cost changes into mortgage interest rates on 5 and 10 year loans differs among these banks. Further, there is evidence
Leo de Haan, Elmer Sterken
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Asymmetric Price Adjustment in the Small: An Implication of Rational Inattention [PDF]
, 2004 We study the implications of rational inattention for individual price dynamics. Analyzing scanner data that cover 29 product categories over a eight-year period from a large Midwestern supermarket chain, we uncover a surprising regularity in the data - small price increases occur more frequently than small price decreases.
Daniel Levy +2 more
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Asymmetric Price Adjustments in a Deregulated Gasoline Market
Philippine Review of Economics, 2002This paper employs ordered probit, partial adjustment, and vector error correction models to characterize price adjustments in the Philippine retail gasoline market since its deregulation. It finds that pricing decisions of oil firms depend significantly on eight weeks of previous changes in crude cost.
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Common Knowledge Reference Price and Asymmetric Price Adjustments
Review of Industrial Organization, 2010Marc Hofstetter, Jorge Tovar
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Analysis of Asymmetric Price Adjustments Due to Structural Changes in Pork Prices
Korean Journal of Agricultural Management and Policy, 2023Byeong-il Ahn, Jae-Hyun Rhee
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Business as usual: A consumer search theory of sticky prices and asymmetric price adjustment
International Journal of Industrial Organization, 2012Luis Cabral, Arthur Fishman
exaly
Asymmetric adjustments of retail fuel prices to international oil price shocks
2017Treball Final de Grau en Economia. Codi: EC1049.
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Asymmetric price adjustment in the small
Journal of Monetary Economics, 2008Haipeng Chen, Daniel Levy, Sourav Ray
exaly