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the traditional dominant firm - competitive fringe model allowing for the incumbent a more competitive conduct than that … effects. While the incumbent’s conduct cannot be directly estimated using this framework, the concrete estimates show that its … only compatible with a profit maximising incumbent in the case of largely competitive conduct (conduct parameter below 0 …
Persistent link: https://www.econbiz.de/10011433008
the traditional dominant firm - competitive fringe model allowing for the incumbent a more competitive conduct than that … effects. While the incumbent's conduct cannot be directly estimated using this framework, the concrete estimates show that its … only compatible with a profit maximising incumbent in the case of largely competitive conduct (conduct parameter below 0 …
Persistent link: https://www.econbiz.de/10010469434
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
Persistent link: https://www.econbiz.de/10011507033
Brazilian meat prices are important for both domestic and foreign stakeholders. We propose to analyse the cross-correlation … the prices of swine and chicken showed a positive and strong correlation over time, and that cattle showed some positive … correlation with chicken only in the short run. In P2, there was also a positive and consistent correlation between swine and …
Persistent link: https://www.econbiz.de/10012631438
shifting the pattern of behaviour. We show a change in the correlation between each of the three variables with stock returns …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for …
Persistent link: https://www.econbiz.de/10012813273
This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …
Persistent link: https://www.econbiz.de/10011610229
Persistent link: https://www.econbiz.de/10011944933
In three different ways of lead–lag causal relationship, covariance/correlation and coherence, we apply the wavelets …
Persistent link: https://www.econbiz.de/10011882485
, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …
Persistent link: https://www.econbiz.de/10011862130