Çağlayan, Mustafa and Filiztekin, Alpay (2015) Price dynamics and market segmentation. Economics Letters, 134 . pp. 94-97. ISSN 0165-1765
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Official URL: http://dx.doi.org/10.1016/j.econlet.2015.06.022
Abstract
Scrutinizing hundreds of TAR models, we examine the persistence of price dynamics across market segments. Using a unique dataset of monthly actual product prices of 47 items collected from three different market segments in Istanbul over 1993:01–2008:12, we provide evidence that the extent of price persistence differs across market segments while the half-life estimates do not.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Persistence; Nonlinearity; TAR models; Market segmentation |
| Subjects: | H Social Sciences > HB Economic Theory > HB135-147 Mathematical economics. Quantitative methods |
| Divisions: | Faculty of Arts and Social Sciences > Academic programs > Economics Faculty of Arts and Social Sciences |
| Depositing User: | Alpay Filiztekin |
| Date Deposited: | 26 Aug 2015 15:07 |
| Last Modified: | 02 Aug 2019 16:28 |
| URI: | https://research.sabanciuniv.edu/id/eprint/27050 |
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