The speed and stability of price adjustment in Australian manufacturing

A model of industry speed of price adjustment is derived from firm pricing behaviours. The model is applied to quarterly two-digit Australian manufacturing data for the period 1985:3 to 2002:3. The results suggest that the industry speed of price adjustment is positively related to the average size...

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Main Authors: Bloch, Harry, Olive, M.
Format: Working Paper
Published: School of Economics and Finance, Curtin Business School 2006
Online Access:http://hdl.handle.net/20.500.11937/8507
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author Bloch, Harry
Olive, M.
author_facet Bloch, Harry
Olive, M.
author_sort Bloch, Harry
building Curtin Institutional Repository
collection Online Access
description A model of industry speed of price adjustment is derived from firm pricing behaviours. The model is applied to quarterly two-digit Australian manufacturing data for the period 1985:3 to 2002:3. The results suggest that the industry speed of price adjustment is positively related to the average size of large firms within the industry and is negatively related to industry concentration. We also find that import share has a role in attenuating the effects of industry concentration and that growth in a moving average of real GDP reduces the speed of price adjustment. Calculated industry speeds of price adjustment are stable across the period of examination and are also small, suggesting that manufacturing prices are sticky.
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institution Curtin University Malaysia
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publishDate 2006
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spelling curtin-20.500.11937-85072017-01-30T11:07:06Z The speed and stability of price adjustment in Australian manufacturing Bloch, Harry Olive, M. A model of industry speed of price adjustment is derived from firm pricing behaviours. The model is applied to quarterly two-digit Australian manufacturing data for the period 1985:3 to 2002:3. The results suggest that the industry speed of price adjustment is positively related to the average size of large firms within the industry and is negatively related to industry concentration. We also find that import share has a role in attenuating the effects of industry concentration and that growth in a moving average of real GDP reduces the speed of price adjustment. Calculated industry speeds of price adjustment are stable across the period of examination and are also small, suggesting that manufacturing prices are sticky. 2006 Working Paper http://hdl.handle.net/20.500.11937/8507 School of Economics and Finance, Curtin Business School fulltext
spellingShingle Bloch, Harry
Olive, M.
The speed and stability of price adjustment in Australian manufacturing
title The speed and stability of price adjustment in Australian manufacturing
title_full The speed and stability of price adjustment in Australian manufacturing
title_fullStr The speed and stability of price adjustment in Australian manufacturing
title_full_unstemmed The speed and stability of price adjustment in Australian manufacturing
title_short The speed and stability of price adjustment in Australian manufacturing
title_sort speed and stability of price adjustment in australian manufacturing
url http://hdl.handle.net/20.500.11937/8507