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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

Does rigidity of prices hide collusion?

Jiménez, Juan Luis; Perdiguero, Jordi - In: Review of industrial organization : RIO 41 (2012) 3, pp. 223-248

Persistent link: https://www.econbiz.de/10009688209

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

Econometric tests to detect bid-rigging cartels : does it work?

Imhof, David - 2017

Persistent link: https://www.econbiz.de/10011742348

Disclosing a Random Walk

Kremer, Ilan; Schreiber, Amnon; Skrzypacz, Andrzej - 2022

We examine a dynamic disclosure model in which the value of a firm follows a random walk. Every period, with some probability, the manager learns the value and decides whether to disclose it. The manager maximizes the market perception of the firm's value, which is based on disclosed...

Persistent link: https://www.econbiz.de/10013306273

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

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

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

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

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