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Minimum distance estimation of search costs using price distribution

Sanches, Fábio Miessi; Junior, Daniel Silva; Srisuma, … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 658-671

Persistent link: https://www.econbiz.de/10012249230

A semiparametric approach to estimating reference price effects in sales response models

Aschersleben, Philipp; Steiner, Winfried J. - In: Journal of business economics : JBE 92 (2022) 4, pp. 591–643

Persistent link: https://www.econbiz.de/10013438849

A VECM analysis of Bitcoin price using time-varying cointegration approach

Lee, Yong; Rhee, Joon Hee - In: Journal of derivatives and quantitative studies 30 (2022) 3, pp. 197-218

This study proposed an optimal model to examine the relationship between the Bitcoin price and six macroeconomic … variables - the Bitcoin price, Standard and Poor's 500 volatility index, US treasury 10-year yield, US consumer price index …, gold price and dollar index. It also examined the effectiveness of the vector error correction model (VECM) in analyzing …

Persistent link: https://www.econbiz.de/10013411582

The Comovements between Real Activity and Prices at Different Business Cycle Frequencies

den Haan, Wouter J. - 2021

run and supply shocks dominate in the long run can explain the empirical results, while standard sticky-price models with …

Persistent link: https://www.econbiz.de/10013243630

The dynamics of supply : estimation of farmers response to price

Nerlove, Marc - 1958

Persistent link: https://www.econbiz.de/10013261656

Estimation of asymmetric responses of U.S. retail fuel prices to changes in input prices based on a linear exponential adjustment cost approach

Szomolanyi, Karol; Lukacik, Martin; Lukacikova, Adriana - In: Central European journal of operations research 30 (2022) 2, pp. 757-779

Persistent link: https://www.econbiz.de/10013185425

Effect of petroleum product prices on Thailand's economic growth

Boonyasana, Kwanruetai - In: International journal of economic policy in emerging … 11 (2018) 1/2, pp. 40-48

Persistent link: https://www.econbiz.de/10011860961

Integrating partitioned prices via computational estimation

DelVecchio, Devon; Jones, William J.; Stenstrom, Eric - In: Psychology & marketing 34 (2017) 8, pp. 823-835

Persistent link: https://www.econbiz.de/10011738101

Interpolation and backdating with a large information set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2003

Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets are readily available, and models with hundreds of parameters are fastly...

Persistent link: https://www.econbiz.de/10009635924

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544