IDEAS home Printed from https://ideas.repec.org/a/icf/icfjbm/v10y2011i1p7-30.html
   My bibliography  Save this article

A Statistical Model for the Foresighted Monitoring of Market Shares

Author

Listed:
  • Rolf Kunstek

Abstract

The purpose of this paper is to present the method of foresighted monitoring. This method is based on a multivariate state space model. Three time series were used as the input data for the chosen model. The data comprise the development of the monthly market shares of the end-of-month volume of non-bank deposits for the three largest German bank groups. The analysis shows that the development of their market shares is closely interdependent. Therefore, forecasts of the development of their market shares are very accurate and reliable. Using the method of foresighted monitoring, a competitor is able to anticipate market share development and detect unexpected changes in time.

Suggested Citation

  • Rolf Kunstek, 2011. "A Statistical Model for the Foresighted Monitoring of Market Shares," The IUP Journal of Bank Management, IUP Publications, vol. 0(1), pages 7-30, February.
    • Handle: RePEc:icf:icfjbm:v:10:y:2011:i:1:p:7-30
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:icf:icfjbm:v:10:y:2011:i:1:p:7-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: G R K Murty (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.