Replication data for: Price Setting in Online Markets: Basic Facts, International Comparisons, and Cross-Border Integration

Yuriy Gorodnichenko & Oleksandr Talavera
We document basic facts about prices in online markets in the United States and Canada, which is a rapidly growing segment of the retail sector. Relative to prices in regular stores, prices in online markets are more flexible and exhibit stronger pass-through (60-75 percent) and faster convergence (half-life less than two months) in response to movements of the nominal exchange rate. Multiple margins of adjustment are active in the process of responding to nominal exchange...
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