The Gravitation of Market Prices as a Stochastic Process
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- Saverio M. Fratini & Alessia Naccarato, 2016. "The Gravitation of Market Prices as A Stochastic Process," Metroeconomica, Wiley Blackwell, vol. 67(4), pages 698-716, November.
References listed on IDEAS
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Cited by:
- Antonio D’Agata, 2018. "Freeing long‐period prices from the uniform profit rate hypothesis: A general model of long‐period positions," Metroeconomica, Wiley Blackwell, vol. 69(4), pages 847-861, November.
- Enrico Bellino & Christian Bidard & Saverio M. Fratini & G.C. Harcourt & Arrigo Opocher & Ian Steedman & Naoki Yoshihara & Heinz D. Kurz, 2017. "Symposium on Arrigo Opocher and Ian Steedman (," Metroeconomica, Wiley Blackwell, vol. 68(4), pages 586-624, November.
- Bellino, Enrico & Serrano, Franklin, 2017. "Gravitation of Market Prices towards Normal Prices: Some New Results," Centro Sraffa Working Papers CSWP25, Centro di Ricerche e Documentazione "Piero Sraffa".
- Ellis Scharfenaker & Gregor Semieniuk, 2017.
"A Statistical Equilibrium Approach to the Distribution of Profit Rates,"
Metroeconomica, Wiley Blackwell, vol. 68(3), pages 465-499, July.
- Ellis Scharfenaker & Gregor Semieniuk, 2015. "A Statistical Equilibrium Approach to the Distribution of Profit Rates," SCEPA working paper series. 2015-05, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Stefano Zambelli, 2018. "Production of commodities by means of commodities and non‐uniform rates of profits," Metroeconomica, Wiley Blackwell, vol. 69(4), pages 791-819, November.
- Bellino, Enrico & Serrano, Franklin, 2017. "Gravitation of market prices towards normal prices: some new results," MPRA Paper 79297, University Library of Munich, Germany.
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More about this item
Keywords
market price; natural price; gravitation; random variables; consistency;All these keywords.
JEL classification:
- B51 - Schools of Economic Thought and Methodology - - Current Heterodox Approaches - - - Socialist; Marxian; Sraffian
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HME-2015-01-09 (Heterodox Microeconomics)
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