The daily number of occupied hotel rooms in three large Swedish cities is modelled by an integer-valued and binomial autoregression. The model includes the capacity constraint and price variables are incorporated through the parameters of the model. The model implies a duration of hotel visit...

This article describes a characterisation of competitive market behaviour using the concepts of cointegration analysis. It requires all (n) firms to set prices to follow a single stochastic trend (equivalently the vector of n prices should have cointegrating rank n-1). This implies that, in the...

The main contribution of this work consist on studying sales behaviour and their relationship with local market conditions like labor market indicators through a time series principal component analysis. We study the correlation structure of a large database on prices and found that all product...