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Estimating Vitamin Cartel’s Overcharges : A Time-Series Approach

Mehta, Kirtikumar - 2023

An important issue in estimating cartel overcharges is to have a reliable estimate of the but-for-the-cartel price …. While the cartel price is observable, the but-for-the-cartel price is not. A construction of the but-for-cartel … previous non-cartelised period or constructs on cost-based data and mark-ups the but-for-price over the cartel period. This …

Persistent link: https://www.econbiz.de/10014348952

Ex-post evaluation of mean-variance cartel filters

Ramalho, Matheus Humberto Migliari; Ribeiro, Eduardo Pontual - In: Revista de economia contemporânea : publication of the … 26 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10014259089

On Preemption in Discrete and Continuous Time

Steg, Jan-Henrik - 2016

The seminal work of Fudenberg and Tirole [Preemption and Rent Equalization in the Adoption of New Technology, Rev. Econ. Stud., 1985] on how preemption erodes the value of an option to wait raises general questions about the relation between models in discrete and continuous time and thus about...

Persistent link: https://www.econbiz.de/10012994882

Cross-Sectional Heterogeneity and the Persistence of Aggregate Fluctuations

2004

It is well known from time series analysis that shocks to aggregate output have very persistent effects. This paper argues that the relation between the expected growth rate of a firm and its size provides a microfoundation for such aggregate persistence. The empirical evidence indicates that...

Persistent link: https://www.econbiz.de/10014189506

Cluster and Discriminant Analysis on Time-Series as a Research Tool

Galbraith, James K.; Lu, Jack - 2011

This paper presents a procedure for studying industrial performance and related issues such as changes in the wage structure. This procedure combines cluster analysis and discriminant analysis as a package, and applies this package to time series data. This enables us to organize industrial data...

Persistent link: https://www.econbiz.de/10014156247

Cross-sectional heterogeneity and the persistence of aggregate fluctuations

Michelacci, Claudio - 1998

A well-known fact in the time series of aggregate output is the persistence of shocks. This paper argues that the empirical relation between the expected growth rate of a firm and its size provides a microfoundation of aggregate persistence. In fact, the empirical evidence claims that small...

Persistent link: https://www.econbiz.de/10011608446

Does Loop Hold in a European Time Series Context?

Koczyrkewycz, Michael - 2021

variability in the short run only. The Engle-Granger and Johansen’s method of co-integration is used to test this theory along …

Persistent link: https://www.econbiz.de/10013226130

Does Loop Hold in a European Time Series Context?

Koczyrkewycz, Michael - 2009

variability in the short run only. The Engle-Granger and Johansen's method of co-integration is used to test this theory along …

Persistent link: https://www.econbiz.de/10013159460

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

Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000

Persistent link: https://www.econbiz.de/10001508715