Sticky prices and time to equilibrium: evidence from Asia-Pacific trade-related economies

C-Tier
Journal: Applied Economics
Year: 2011
Volume: 43
Issue: 21
Pages: 2851-2861

Authors (2)

Catherine Ho (not in RePEc) M. Ariff (Sunway University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

The theoretical relation between exchange rate and prices has been a difficult proposition to find supporting evidence despite many studies of developed economies using standard research methods. The exchange rate to price relation appears to hold in the long run only, a result consistent with sticky price hypothesis. There is a need to add to this sticky price literature by examining more yet-studied economies to this area of research. This article presents results to support long-run equilibrium in the Asia-Pacific economies as being 5 years. The methodology is used to group countries with high-trade intensity within a region and value-weight the resulting variables to test the theory in a regional context. Our positive finding on the long-run equilibrium, we believe, helps in some ways to enrich the literature on the exchange rate behaviour of an important region for world trade.

Technical Details

RePEc Handle
repec:taf:applec:v:43:y:2011:i:21:p:2851-2861
Journal Field
General
Author Count
2
Added to Database
2026-01-24