Frequency of Price Adjustment and Pass-Through

S-Tier
Journal: Quarterly Journal of Economics
Year: 2010
Volume: 125
Issue: 2
Pages: 675-727

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

We empirically document, using U.S. import prices, that on average goods with a high frequency of price adjustment have a long-run pass-through that is at least twice as high as that of low-frequency adjusters. We show theoretically that this relationship should follow because variable mark-ups that reduce longrun pass-through also reduce the curvature of the profit function when expressed as a function of cost shocks, making the firm less willing to adjust its price. We quantitatively evaluate a dynamic menu-cost model and show that the variable mark-up channel can generate significant variation in frequency, equivalent to 37% of the observed variation in the data. On the other hand, the standard workhorse model with constant elasticity of demand and Calvo or state-dependent pricing has difficulty matching the facts.

Technical Details

RePEc Handle
repec:oup:qjecon:v:125:y:2010:i:2:p:675-727.
Journal Field
General
Author Count
2
Added to Database
2026-01-25