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Computing level-impulse responses of log-specified VAR systems

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  • Wieringa, Jaap E.
  • Horvath, Csilla

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  • Wieringa, Jaap E. & Horvath, Csilla, 2005. "Computing level-impulse responses of log-specified VAR systems," International Journal of Forecasting, Elsevier, vol. 21(2), pages 279-289.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:2:p:279-289
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    1. repec:dgr:rugsom:03f13 is not listed on IDEAS
    2. Horváth, Csilla & Wieringa, Jaap E., 2003. "Combining time series and cross sectional data for the analysis of dynamic marketing systems," Research Report 03F13, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
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    4. Arino, Miguel A. & Franses, Philip Hans, 2000. "Forecasting the levels of vector autoregressive log-transformed time series," International Journal of Forecasting, Elsevier, vol. 16(1), pages 111-116.
    5. Vincent R. Nijs & Marnik G. Dekimpe & Jan-Benedict E.M. Steenkamps & Dominique M. Hanssens, 2001. "The Category-Demand Effects of Price Promotions," Marketing Science, INFORMS, vol. 20(1), pages 1-22, September.
    6. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    7. Harald J. van Heerde, 2005. "The proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(4‐5), pages 397-402, July.
    8. Robert C. Blattberg & Kenneth J. Wisniewski, 1989. "Price-Induced Patterns of Competition," Marketing Science, INFORMS, vol. 8(4), pages 291-309.
    9. Ballabriga, Fernando & Sebastian, Miguel & Valles, Javier, 1999. "European asymmetries," Journal of International Economics, Elsevier, vol. 48(2), pages 233-253, August.
    10. Park, Jinwoo & Shenoy, Catherine, 2002. "An examination of the dynamic behavior of aggregate bond and stock issues," International Review of Economics & Finance, Elsevier, vol. 11(2), pages 175-189, May.
    11. Harald J. van Heerde, 2005. "Rejoinder for the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(4‐5), pages 407-408, July.
    12. Joseph, Nathan Lael, 2001. "Model Specification and Forecasting Foreign Exchange Rates with Vector Autoregressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 451-484, November.
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    2. Vijay Viswanathan & Linda D. Hollebeek & Edward C. Malthouse & Ewa Maslowska & Su Jung Kim & Wei Xie, 2017. "The Dynamics of Consumer Engagement with Mobile Technologies," Service Science, INFORMS, vol. 9(1), pages 36-49, March.
    3. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    4. Holtrop, Niels & Wieringa, Jakob & Gijsenberg, Maarten & Stern, P., 2016. "Competitive reactions to personal selling," Research Report 16004-MARK, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    5. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    6. Günter, Tobias Maria, 2007. "Preispromotionanalysen in Vertriebslinien des Lebensmitteleinzelhandels: dynamische Kategorieeffekte und Einflussfaktoren," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 26755, October.
    7. Dawes, John G., 2012. "Brand-Pack Size Cannibalization Arising from Temporary Price Promotions," Journal of Retailing, Elsevier, vol. 88(3), pages 343-355.
    8. Maier, Erik & Wieringa, Jaap, 2021. "Acquiring customers through online marketplaces? The effect of marketplace sales on sales in a retailer's own channels," International Journal of Research in Marketing, Elsevier, vol. 38(2), pages 311-328.

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