Price dynamics and market segmentation

Çağlayan, Mustafa and Filiztekin, Alpay (2015) Price dynamics and market segmentation. Economics Letters, 134 . pp. 94-97. ISSN 0165-1765

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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

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