2 edition of A cointegration analysis of uk advertising and sales data. found in the catalog.
A cointegration analysis of uk advertising and sales data.
Written in English
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Marketing Res. 13 (November) ) concluded that the implied duration interval of the effects of advertising on sales were too long when the studies used annual data. The data set consists of annual data for UK sales revenues and advertising expen- diture that is split into six car market segments between and (a total of 31 observations).
Downloadable (with restrictions). This paper examines whether there is a long-run stable equilibrium relationship between advertising and sales across the market segments of the UK car industry over the period In order to achieve this goal, we allow for structural breaks in the series using cointegration techniques.
The results show the existence of long. A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change The data set consists of annual data for UK sales revenues and advertising expen-diture that is split into six car market segments between and (a total of 31 observations).
Sales revenues come from unit sales and prices at model level. Baghestani, H. () 'Cointegration Analysis of the Advertising-Sales Relationship', Journal of Industrial Economics, 39, – Google Scholar Bass, F.
M., and R. Leone () 'Temporal Aggregation, the Data Interval Bias, and Empirical Estimation of Bimonthly Relations from Annual Data', Management Science, 29, 1–Cited by: Download PDF: Sorry, we are unable to provide the full text but you may find it at the following location(s): (external link).
COINTEGRATION ANALYSIS OF THE ADVERTISING-SALES RELATIONSHIP* HAMID BAGHESTANI The examination of stochastic properties of the annual advertising and sales data from the Lydia Pinkham Company reveals that the series are cointegrated and, therefore, possess a long-run equilibrium condition.
Cointegration Analysis of the Advertising-Sales Relationship. By Hamid Baghestani. Abstract. The examination of stochastic properties of the annual advertising and sales data from the Lydia Pinkham Company reveals that the series are cointegrated and, therefore, possess a long-run equilibrium condition.
The author's analysis, in general. This paper analyzes the impact of the age structure of the population on Japan's household saving rate by applying cointegration techniques to time-series data for the – period.
It finds that the ratio of minors to the working-age population and that of the aged to the working-age population both have a negative and significant impact.
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This book is intended for a graduate econometrics course on panel data. The prerequisites include a good background in mathematical statistics and econometrics at the level of Greene (). Matrix presentations are necessary for this topic.
Some of the major features of this book are that it provides an up-to-date coverage of. Explaining Cointegration Analysis: Part II David F. Hendry Department of Economics, Oxford University, UK and Katarina Juselius Department of Economics, University of Copenhagen, Denmark Novem Abstract We describe the concept of cointegration, its implications in modelling and forecasting, and discuss.
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Mencet, M.N., M.Z. Firat, and C. Sayin. Cointegration analysis of wine export prices for France, Greece and Turkey. In: Proceedings of the Paper Prepared for Presentation at the 98th EAAE Seminar ‘Marketing Dynamics within the Global Trading System: New Perspectives’.
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