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Indeterminacy in price–value correlation measures

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  • Emilio Díaz
  • Rubén Osuna

Abstract

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Suggested Citation

  • Emilio Díaz & Rubén Osuna, 2007. "Indeterminacy in price–value correlation measures," Empirical Economics, Springer, vol. 33(3), pages 389-399, November.
    • Handle: RePEc:spr:empeco:v:33:y:2007:i:3:p:389-399
    DOI: 10.1007/s00181-006-0105-2
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    References listed on IDEAS

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    1. W. Paul Cockshott & Allin Cottrell, 2003. "A note on the organic composition of capital and profit rates," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 27(5), pages 749-754, September.
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    Citations

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    Cited by:

    1. Andrea Vaona, 2014. "A panel data approach to price–value correlations," Empirical Economics, Springer, vol. 47(1), pages 21-34, August.
    2. Emilio Díaz & Rubén Osuna, 2009. "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, vol. 36(2), pages 427-440, May.
    3. Vaona, Andrea, 2015. "Price–price deviations are highly persistent," Structural Change and Economic Dynamics, Elsevier, vol. 33(C), pages 86-95.

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    2. Emilio Díaz & Rubén Osuna, 2009. "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, vol. 36(2), pages 427-440, May.

    More about this item

    Keywords

    Value; Price; Indeterminacy; Spurious correlation; C21; C43; C52; D46;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory

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