JER, ²Ä 10 ¨÷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2005 |
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... Ln ( GNP ) t Ln ( GNP ) t - 1 is used as a measure of demand shock , which Rotemberg and Saloner interpreted as the growth rate of GNP . This measure was also used to measure demand shock in Lucas's article entitled " Some International ...
... Ln ( GNP ) t Ln ( GNP ) t - 1 is used as a measure of demand shock , which Rotemberg and Saloner interpreted as the growth rate of GNP . This measure was also used to measure demand shock in Lucas's article entitled " Some International ...
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... ( Ln ( GNP ) ¡V Ln ( GNP ) ) , where Ln ( GNP ) = Ce + Cit . Using this measure of demand shock , I estimate the following two equations . [ ALn ( PC / PPI ) ( t , t - 1 ) ] = a31 + ẞ31 [ Ln ( GNP ) t -Ln ( GNP ) t - 1 ] + £á t31 ( 12 ) ...
... ( Ln ( GNP ) ¡V Ln ( GNP ) ) , where Ln ( GNP ) = Ce + Cit . Using this measure of demand shock , I estimate the following two equations . [ ALn ( PC / PPI ) ( t , t - 1 ) ] = a31 + ẞ31 [ Ln ( GNP ) t -Ln ( GNP ) t - 1 ] + £á t31 ( 12 ) ...
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... ( Ln ( GNP ) - Ln ( GNP ) t ) . Table 5.1 Estimation of GARCH ( 1.1 ) model for the conditional variance of ( Ln ( GNP ) ¡V Ln ( GNP ) ) Coefficient Standard ... Ln ( GNP ) 64 Effects of Demand Shock and its Volatility on Oligopolistic Pricing.
... ( Ln ( GNP ) - Ln ( GNP ) t ) . Table 5.1 Estimation of GARCH ( 1.1 ) model for the conditional variance of ( Ln ( GNP ) ¡V Ln ( GNP ) ) Coefficient Standard ... Ln ( GNP ) 64 Effects of Demand Shock and its Volatility on Oligopolistic Pricing.
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Changyong Rhee Optimal Travel Path | 129 |
Bent E Sorensen Nobuhiro Mori Takao Iida Makoto Okamura On | 175 |
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