This thesis consists of three theoretical essays on topics in price setting under imperfect information. Unifying the essays are two features: (i) heterogeneous information about aggregate economic conditions and (ii) a moderate degree of complementarity in pricing decisions. In Chapter 1, the transmission of information is studied in a model with a vertical input-output structure and dispersed information. Firms observe input prices with noise that endogenize the precision of information that is public within a stage but not across stages. In contrast to the case with an exogenous and overall public signal, firms find it optimal to rely less on public information along the chain. A direct implication is that, while information precision remains unchanged with exogenous public signals, it decreases along the chain when semi-public signals are endogenous. In Chapter 2, exchange-rate pass-through (ERPT) to prices is examined in a model of dispersed information where the nominal exchange rate imperfectly conveys information about the underlying fundamentals. If the information is complete, ERPT is also complete. Under dispersed information, the model displays three properties that are consistent with the stylized facts of passthrough. First, ERPT lies between 0 and 1. Second, ERPT is usually higher for imported goods prices than for consumer prices. Third, ERPT is higher for emerging market countries and declines over time for both industrial and emerging market economies. Finally, in Chapter 3, the interaction between information stickiness and dispersion is studied by introducing noisy signals in an otherwise standard sticky-information Phillips curve. The model of stickydispersed information (SDI) nests as special cases the complete information, the dispersed information and the sticky information models. The individual relevance of each of the main parameters of the model is studied in several directions. First, the impact of current and past complete-information inflation rates on current inflation is analyzed. Second, the inflation response to monetary shocks is considered. Finally, the variance of SDI inflation is compared with the variances of complete, dispersed, or sticky-information inflations.