Exchange Rates, Uncertainty and Price-Setting

This dataset contains all the required information to replicate the results of the paper "Exchange Rates, Uncertainty, and Price-Setting: Evidence from CPI Microdata" by Mario Canales and Bernabe Lopez-Martin to be published in Economic Modelling.

The replication files use Stata as a statistical tool to create the main figures and tables in the paper. In addition, specific commands (such as reghdfe) may have to be installed before all do-files run correctly.
The codes are centralized in "Uncertainty Master" file, meaning that it has everything necessary to replicate the paper.
All other codes can be examined and are organized such that the output of one code is a specific database or a specific figure or table in the paper (correctly specified in the title of the code). Table codes typically give two table outputs, one concerning coefficients published in the table, and another with the p-values associated to the statistical significance of each coefficient.