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Identifying demand effects in a large network of product categories

Gelper, Sarah; Wilms, Ines; Croux, Christophe - In: Journal of retailing 92 (2016) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10011484035

Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models

Reusens, Peter; Croux, Christophe - 2014

Persistent link: https://www.econbiz.de/10010485677

Robust estimation of the vector autoregressive model by a trimmed least squares procedure

Joossens, Kristel; Croux, Christophe - 2004

Persistent link: https://www.econbiz.de/10002624169

Real or nominal variables, does it matter for the impulse response?

Reusens, Peter; Croux, Christophe - 2015

Persistent link: https://www.econbiz.de/10011290632

Multi-Class Vector Autoregressive Models for Multi-Store Sales Data

Wilms, Ines - 2016

Retailers use the Vector AutoRegressive (VAR) model as a standard tool to estimate the effects of prices, promotions and sales in one product category on the sales of another product category. Besides, these price, promotion and sales data are available for not just one store, but a whole chain...

Persistent link: https://www.econbiz.de/10012991805

Volatility spillovers in commodity markets : a large t-vector autoregressive approach

Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012509561

Commodity dynamics : a sparse multi-class approach

Barbaglia, Luca; Wilms, Ines; Croux, Christophe - In: Energy economics 60 (2016), pp. 62-72

Persistent link: https://www.econbiz.de/10011699783

Linearly transforming variables in the VAR model, how does it change the impulse response?

Reusens, Peter; Croux, Christophe - In: Journal of econometric methods 7 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011945885

Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models

Reusens, Peter; Croux, Christophe - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011743732

Multi-class vector autoregressive models for multi-store sales data

Wilms, I.; Barbaglia, L.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658937