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The asymmetry of gasoline prices: fresh evidence from an error correction model for U.K. and U.S.A.

✍ Scribed by M. Nagy Eltony


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
169 KB
Volume
22
Category
Article
ISSN
0363-907X

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✦ Synopsis


An error correction model was fitted to monthly data on net retail gasoline prices for the U.K. and the U.S.A. over the period January 1980-June 1996 in order to examine the short-run response of gasoline prices to changes in crude oil costs and exchange rate. The hypothesis of a symmetric response by gasoline station owners to crude oil price rises and falls was rejected by the data for both the U.K. and the U.S.A. A similar hypothesis in regard to the exchange rate was also rejected by the data.