A new Keynesian framework and wage and price dynamics in the USA
Sign Up to like & getrecommendations! Published in 2018 at "Empirical Economics"
DOI: 10.1007/s00181-017-1320-8
Abstract: This paper investigates theoretical implications from a new Keynesian model focusing on the labor market, by imposing them as testable restrictions in an estimated vector error correction model on US data from 1982Q3 to 2016Q1.… read more here.
Keywords: wage price; model; dynamics usa; price dynamics ... See more keywords
Complex price dynamics in vertically linked cobweb markets
Sign Up to like & getrecommendations! Published in 2018 at "Economic Modelling"
DOI: 10.1016/j.econmod.2018.02.012
Abstract: We enrich the traditional cobweb model by explicitly modelling interdependencies between upstream and downstream farmers in a vertically linked agricultural supply chain. Analysis of the system of nonlinear difference equations characterizing price dynamics in the… read more here.
Keywords: vertically linked; cobweb; complex price; price ... See more keywords
Estimating retail gasoline price dynamics: The effects of sample characteristics and research design
Sign Up to like & getrecommendations! Published in 2020 at "Energy Economics"
DOI: 10.1016/j.eneco.2020.104976
Abstract: The study shows that much of the variation in the findings of the literature on retail gasoline price dynamics is systematic rather than sample variation from using different data. Estimates of pass-through rates depend systematically… read more here.
Keywords: research design; gasoline price; variation; price ... See more keywords
Retailers’ strategies and food price dynamics: Evidence from dairy scanner data
Sign Up to like & getrecommendations! Published in 2018 at "Food Policy"
DOI: 10.1016/j.foodpol.2017.12.005
Abstract: We investigate the relationship between retailers’ strategies and dairy price dynamics. Using high frequency Italian scanner data for different dairy products, we compute a weekly drift-free price index, specific for product category, chain, and type… read more here.
Keywords: price; price dynamics; scanner data; retailers strategies ... See more keywords
Price dynamics, social networks and communication
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DOI: 10.1016/j.frl.2017.06.013
Abstract: A stock price dynamics model is developed in consideration of social network communication in financial markets. Considering a nonlinear feedback effect of price returns, we establish a self-organising system of price dynamics. Results show that… read more here.
Keywords: networks communication; social networks; price; price dynamics ... See more keywords
Oil price dynamics and airline earnings predictability
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Air Transport Management"
DOI: 10.1016/j.jairtraman.2020.101854
Abstract: Abstract This study examines the effect of oil price dynamics on quarterly earnings and their predictability with a sample of 30 airlines for 1994–2017. First, we document a significantly positive impact of demand-driven oil shocks… read more here.
Keywords: predictability; earnings predictability; airline earnings; oil price ... See more keywords
Keeping up with the Zhangs and house price dynamics in China
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2019.103778
Abstract: Abstract This paper studies the effect of social interactions on house price dynamics in China. We first present household-level evidence on Chinese households’ tendency to keep up with the home ownership status of their communities… read more here.
Keywords: house price; price dynamics; dynamics china; house ... See more keywords
Price points and price dynamics
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Monetary Economics"
DOI: 10.1016/j.jmoneco.2019.05.007
Abstract: Abstract A standard model of price-setting is extended to include an important role for price points as well as sticky information. It makes empirically reasonable predictions about the frequency of price adjustments, the sizes of… read more here.
Keywords: price points; points price; price; model ... See more keywords
A deterministic behaviour for realistic price dynamics
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.03.042
Abstract: Abstract In recent years, many studies on financial markets have relied on artificial agents, whether for the evaluation of strategies, the study of price dynamics or the efficient execution of orders. The behaviours used in… read more here.
Keywords: realistic price; price dynamics; behaviour realistic; deterministic behaviour ... See more keywords
Price dynamics and speculative trading in bitcoin
Sign Up to like & getrecommendations! Published in 2017 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2017.05.010
Abstract: Abstract Few innovations in the money markets have brought more attention by regulators and policy makers than the digital currency Bitcoin. However, few studies in the literature have examined the price dynamics of Bitcoin. Besides… read more here.
Keywords: dynamics speculative; speculative trading; price dynamics; bitcoin ... See more keywords
Spatial Price Dynamics and Asymmetric Price Transmission in Skim Milk Powder International Trade: Evidence from Export Prices for New Zealand and Ireland
Sign Up to like & getrecommendations! Published in 2021 at "Agriculture"
DOI: 10.3390/agriculture11090860
Abstract: A fast-changing global landscape highlights the importance of understanding spatial price dynamics in key international markets such as China, especially in the era of COVID-19 pandemic with international food trade and food system experiencing an… read more here.
Keywords: new zealand; spatial price; export prices; price ... See more keywords