Inflationary Expectations and Price Setting Behavior.

A-Tier
Journal: Review of Economics and Statistics
Year: 1993
Volume: 75
Issue: 1
Pages: 8-18

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper tests for the existence of expectational effects in very disaggregate price equations. Price equations are estimated using monthly data for each of forty products. The dynamic specification of the equations is also tested, including whether the equations should be specified in level form or in change form. The results support the hypothesis that aggregate price expectations aff ect individual pricing decisions. The results do not discriminate very w ell between the level and change forms of the price equation, although there is a slight edge for the level form. The lag and lead lengths are not estimated precisely. The average lag length is about thirty-eigh t months, and the average lead length is about five months. Copyright 1993 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:75:y:1993:i:1:p:8-18
Journal Field
General
Author Count
1
Added to Database
2026-01-25