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Menu Costs, Trade Flows, and Exchange Rate Volatility. (2013). Lewis, Logan.
In: 2013 Meeting Papers.
RePEc:red:sed013:313.

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  1. Better More Than One: Portfolio Currency Pricing and Exchange Rate Hedging. (2016). Sokolova, Maria.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp03-2016.

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  2. A global trade model for the euro area. (2016). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161986.

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  4. A Data appendix Bilateral, nominal trade value data are collected from the USITC at the HS4 level from 1989 through 2009. The partner countries defined as OECD for the purposes of this exercise are: Australia, Austria, Belgium, Canada, the Czech Republic, Denmark, Finland, France, Germany26, Greece, Hungary, Iceland, Ireland, Italy, Japan, Mexico, the Netherlands, New Zealand, Norway, Poland, Portugal, Spain, Sweden, Switzerland, Turkey, and Great Britain.
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  21. For the shipping lag exercise, I use bilateral imports and exports at the HS10 level for 2007.27 I aggregate the data to the HS4 level and compute the fraction by value of imports or exports for each HS4-country pair which are shipped by “vessel”. These fractions are broken down into three bins by percentile and merged with the trade data used in the estimation procedure. Summary statistics are shown in Table 2. Pre-unification Germany observations are dropped. These data are available from Peter Schott’s website: http://www.som.yale.edu/faculty/pks4/sub_ international.htm
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  23. Gopinath and Rigobon (2008) report price durations for 85 import sectors and 71 export sectors at the 2- or 4-digit level of aggregation. These durations are applied to matching 4digit HS categories. Rauch (1999) classifies goods by SITC categories, which are matched to HS10 categories using a concordance from the NBER. The “conservative” classification are used (categories are more likely to be classified as “differentiated” or “reference-priced”). These are aggregated to the HS4 level by taking most liberal classification among HS10 categories belonging to that HS4 level.
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  35. Neiman, Brent, “A State-Dependent Model of Intermediate Goods Pricing,” Journal of International Economics, September 2011, 85 (1), 1–13.

  36. Obstfeld, Maurice and Kenneth Rogoff, “The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?,” NBER Macroeconomics Annual, 2000, 15, 339–390.

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  38. Ruhl, Kim J., “The International Elasticity Puzzle,” 2008. Mimeo.

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  40. Silva, J. M. C. Santos and Silvana Tenreyro, “The Log of Gravity,” Review of Economics and Statistics, November 2006, 88 (4), 641–658.

  41. These countries have been members of the OECD since at least 1995. Nominal GDP data, in foreign currency terms, and the nominal exchange rate are collected from the IMF International Financial Statistics database.
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