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Oligopolistic competition in price and quality

Dubovik, Andrei; Janssen, Maarten C. W. - 2008

neither. We show that two types of signalling equilibria are possible. Both are characterised by dispersion and Pareto …

Persistent link: https://www.econbiz.de/10011376636

Oligopolistic competition in price and quality

Dubovik, Andrei; Janssen, Maarten C. W. - 2008

Persistent link: https://www.econbiz.de/10003739015

Signaling quality through prices in an oligopoly

Janssen, Maarten C. W.; Roy, Santanu - 2007

Persistent link: https://www.econbiz.de/10003609432

Signaling quality through prices in an oligopoly

Janssen, Maarten C. W.; Roy, Santanu - 2007

increasing in quality and the quality of each firm’s product is private information (not known to consumers or to other firms … close to full information monopoly level) while others are more “competitive”. Under certain conditions, if the number of … firms is large enough, information is revealed in every equilibrium. …

Persistent link: https://www.econbiz.de/10011372971

Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series

Koopman, Siem Jan; Wong, Soon Yip - 2006

Persistent link: https://www.econbiz.de/10003408454

The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model

Creal, Drew; Koopman, Siem Jan; Zivot, Eric - 2008

In this paper we investigate whether the dynamic properties of the U.S. business cycle have changed in the last fifty years. For this purpose we develop a flexible business cycle indicator that is constructed from a moderate set of macroeconomic time series. The coincident economic indicator is...

Persistent link: https://www.econbiz.de/10011376640

Measuring asymmetric stochastic cycle components in US macroeconomic time series

Koopman, Siem Jan; Lee, Kai Ming - 2005

To gain insights in the current status of the economy, macroeconomic time series are often decomposed into trend, cycle and irregular components. This can be done by nonparametric band-pass filtering methods in the frequency domain or by model-based decompositions based on autoregressive moving...

Persistent link: https://www.econbiz.de/10011346480

Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area

Galati, Gabriele; Hindrayanto, Irma; Koopman, Siem Jan; … - 2016

We adopt an unobserved components time series model to extract financial cycles for the United States and the five largest euro area countries over the period 1970 to 2014. We find that credit, the credit-to-GDP ratio and house prices have medium-term cycles which share a few common statistical...

Persistent link: https://www.econbiz.de/10011456728

Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction

Li, Mengheng; Koopman, Siem Jan - 2018

We consider unobserved components time series models where the components are stochastically evolving over time and are subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of the observed time series. We develop a simulated...

Persistent link: https://www.econbiz.de/10011809984

Perception and uncertainty in stochastic network equilibrium models : an alternative approach

Emmerink, Richard H. M.; Nijkamp, Peter; Rietveld, Piet - 1995

Persistent link: https://www.econbiz.de/10000913124

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