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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).
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    9. Robert C. Blattberg & Kenneth J. Wisniewski, 1989. "Price-Induced Patterns of Competition," Marketing Science, INFORMS, vol. 8(4), pages 291-309.
    10. Ballabriga, Fernando & Sebastian, Miguel & Valles, Javier, 1999. "European asymmetries," Journal of International Economics, Elsevier, vol. 48(2), pages 233-253, August.
    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.
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    Cited by:

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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.
    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. Dekimpe, Marnik G. & Gijsbrechts, Els & Gielens, Katrijn, 2023. "Proximity-store introductions: A new route to big-box retailer success?," Journal of Retailing, Elsevier, vol. 99(4), pages 621-633.
    9. 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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