Domestic Market Integration and the Law of One Price in Brazil /

This paper presents the first assessment domestic market integration in Brazil using the law of one price. The law of one price is tested using two panel unit root methodologies and a unique data set comprising price indices for 51 products across 11 metro-areas. We find that the law of one price ho...

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Bibliografiske detaljer
Hovedforfatter: Goes, Carlos
Andre forfattere: Matheson, Troy
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2015.
Serier:IMF Working Papers; Working Paper ; No. 2015/213
Fag:
Online adgang:Full text available on IMF
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245 1 0 |a Domestic Market Integration and the Law of One Price in Brazil /  |c Carlos Goes, Troy Matheson. 
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300 |a 1 online resource (11 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper presents the first assessment domestic market integration in Brazil using the law of one price. The law of one price is tested using two panel unit root methodologies and a unique data set comprising price indices for 51 products across 11 metro-areas. We find that the law of one price holds for most tradable products and, not surprisingly, non-tradable products are found to be less likely to satisfy the law of one price. While these findings are consistent with evidence found for other countries, price convergence occurs very slowly in Brazil, suggesting relatively limited domestic market integration. 
538 |a Mode of access: Internet 
650 7 |a Domestic Market Integration  |2 imf 
650 7 |a Law Of One Price  |2 imf 
650 7 |a Null Hypothesis  |2 imf 
650 7 |a Panel Cointegration  |2 imf 
650 7 |a WP  |2 imf 
651 7 |a Brazil  |2 imf 
700 1 |a Matheson, Troy. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/213 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/213/001.2015.issue-213-en.xml  |z IMF e-Library