Quantitative competition analysis: Stationarity tests in geographic market definition
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Stigler, George J & Sherwin, Robert A, 1985.
"The Extent of the Market,"
Journal of Law and Economics, University of Chicago Press, vol. 28(3), pages 555-585, October.
- Stigler, George J. & Sherwin, Robert A., 1983. "The Extent of the Market," Working Papers 31, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Haldrup, Niels, "undated". "Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis," Economics Working Papers 2003-9, Department of Economics and Business Economics, Aarhus University.
- Mario Forni, 2004.
"Using Stationarity Tests in Antitrust Market Definition,"
American Law and Economics Review, American Law and Economics Association, vol. 6(2), pages 441-464.
- Forni, Mario, 2002. "Using Stationarity Tests in Antitrust Market Definition," CEPR Discussion Papers 3236, C.E.P.R. Discussion Papers.
- Pierre Perron & Serena Ng, 1996.
"Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 63(3), pages 435-463.
- Perron, P. & Ng, S., 1994. "Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties," Cahiers de recherche 9427, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Ng, S., 1994. "Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties," Cahiers de recherche 9427, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Patrick Massey, 2000. "Market Definition and Market Power in Competition Analysis - Some Practical Issues," The Economic and Social Review, Economic and Social Studies, vol. 31(4), pages 309-328.
- Daniel Hosken & Christopher T. Taylor, 2004. "Discussion of "Using Stationarity Tests in Antitrust Market Definition"," American Law and Economics Review, American Law and Economics Association, vol. 6(2), pages 465-475.
- Geroski, P. A., 1998.
"Thinking creatively about markets,"
International Journal of Industrial Organization, Elsevier, vol. 16(6), pages 677-695, November.
- Geroski, Paul A, 1997. "Thinking Creatively About Markets," CEPR Discussion Papers 1694, C.E.P.R. Discussion Papers.
- David Genesove, 2004. "Comment on Forni's "Using Stationarity Tests in Antitrust Market Definition"," American Law and Economics Review, American Law and Economics Association, vol. 6(2), pages 476-478.
- Nicola Theron, 2001. "The Economics Of Competition Policy: Merger Analysis In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 69(4), pages 614-658, December.
- Serena Ng & Pierre Perron, 2001.
"LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power,"
Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.
- Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Böckers, Veit & Heimeshoff, Ulrich, 2014.
"The extent of European power markets,"
Energy Economics, Elsevier, vol. 46(C), pages 102-111.
- Böckers, Veit & Heimeshoff, Ulrich, 2012. "The extent of European power markets," DICE Discussion Papers 50, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- John Cuddington & Zhongmin Wang, 2006. "Assessing the Degree of Spot Market Integration for U.S. Natural Gas: Evidence from Daily Price Data," Journal of Regulatory Economics, Springer, vol. 29(2), pages 195-210, March.
- Hippolyte, Rommell, 2016. "Defining the Relevant Product Market: An Application of Price Tests to the Beer Market in Barbados," MPRA Paper 76183, University Library of Munich, Germany.
- Anna I. Meleshkina & Irina N. Filippova & Andrey E. Shastitko, 2022. "Empirical geographic market definition for antitrust: The case of the Russian cement market," Upravlenets, Ural State University of Economics, vol. 13(6), pages 15-29, January.
- Zipitria, Leandro, 2010. "New Directions in Price Test for Market Definition," MPRA Paper 58046, University Library of Munich, Germany.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013.
"The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010,"
Working Papers
04/13, Instituto Universitario de Análisis Económico y Social.
- Esteve García, Vicente & Navarro Ibáñez, Manuel & Prats Albentosa, María Asuncíon, 2017. "The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012," Economics Discussion Papers 2017-93, Kiel Institute for the World Economy (IfW Kiel).
- Isabel Cortés-Jiménez & Manuel ArtÃs, 2005.
"The role of the tourism sector in economic development - Lessons from the Spanish experience,"
ERSA conference papers
ersa05p488, European Regional Science Association.
- Isabel Cortes Jimenez & Manuel Artis Ortuno, 2006. "The role of the tourism sector in economic development. Lessons from the Spanish experience," Working Papers in Economics 158, Universitat de Barcelona. Espai de Recerca en Economia.
- Hsiao-chuan Chang, 2004. "Budget Balance And Trade Balance:Kin Or Strangers. A Case Study Of Taiwan," Department of Economics - Working Papers Series 893, The University of Melbourne.
- Bajo-Rubio, Oscar & Díaz-Roldán, Carmen & Esteve, Vicente, 2014.
"Deficit sustainability, and monetary versus fiscal dominance: The case of Spain, 1850–2000,"
Journal of Policy Modeling, Elsevier, vol. 36(5), pages 924-937.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2010. "Government deficit sustainability, and monetary versus fiscal dominance: The case of Spain, 1850-2000," Working Papers 10-04, Asociación Española de Economía y Finanzas Internacionales.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2014. "Government deficit sustainability, and monetary versus fiscal dominance:the case of Spain, 1850-2000," Working Papers 09/14, Instituto Universitario de Análisis Económico y Social.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2014. "Government Deficit Sustainability, And Monetary Versus Fiscal Dominance: The Case Of Spain, 1850-2000," Working Papers 1408, Department of Applied Economics II, Universidad de Valencia.
- Joseph P. Byrne & E. Philip Davis, 2005.
"Investment and Uncertainty in the G7,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
- Byrne, Joseph P & Davis, E Philip, 2002. "Investment and Uncertainty in the G7," MPRA Paper 78956, University Library of Munich, Germany.
- Dell'Anno, Roberto & Caferra, Rocco & Morone, Andrea, 2020.
"A “Trojan Horse” in the peer-review process of fee-charging economic journals,"
Journal of Informetrics, Elsevier, vol. 14(3).
- Rocco Caferra & Roberto Dell'Anno & Andrea Morone, 2020. "A "Trojan Horse" in the peer-review process of fee-charging economic journals," Framed Field Experiments 00701, The Field Experiments Website.
- Olatunji A. Shobande & Simplice A. Asongu, 2021.
"Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa,"
Working Papers
21/059, European Xtramile Centre of African Studies (EXCAS).
- Shobande, Olatunji & Asongu, Simplice, 2021. "Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa," MPRA Paper 110695, University Library of Munich, Germany.
- Olatunji A. Shobande & Simplice A. Asongu, 2021. "Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa," Working Papers of the African Governance and Development Institute. 21/059, African Governance and Development Institute..
- Olatunji A. Shobande & Simplice A. Asongu, 2021. "Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa," Research Africa Network Working Papers 21/059, Research Africa Network (RAN).
- Charfeddine, Lanouar & Ajmi, Ahdi Noomen, 2013. "The Tunisian stock market index volatility: Long memory vs. switching regime," Emerging Markets Review, Elsevier, vol. 16(C), pages 170-182.
- Saqlain Latif Satti & Muhammad Shahid Hassan & Fozia Hayat & Sudharshan Reddy Paramati, 2016. "Economic Growth and Inflow of Remittances: Do They Combat Poverty in an Emerging Economy?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(3), pages 1119-1134, July.
- Chia-Lin Chang & Michael McAleer & Christine Lim, 2010.
"Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan,"
Working Papers in Economics
10/40, University of Canterbury, Department of Economics and Finance.
- Chang, C-L. & McAleer, M.J. & Lim, C., 2011. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Econometric Institute Research Papers EI2011-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Christine Lim, 2011. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Documentos de Trabajo del ICAE 2011-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Michael McAleer & Chia-Lin Chang & Christine Lim, 2011. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," KIER Working Papers 783, Kyoto University, Institute of Economic Research.
- Chang, C-L. & McAleer, M.J. & Lim, C., 2010. "Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan," Econometric Institute Research Papers EI 2010-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Christine Lim, 2011. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Documentos de Trabajo del ICAE 2011-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael, 2009. "Modelling risk in agricultural finance: Application to the poultry industry in Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1472-1487.
- Bajo-Rubio, Oscar & Díaz-Roldán, Carmen & Esteve, Vicente, 2009.
"Deficit sustainability and inflation in EMU: An analysis from the Fiscal Theory of the Price Level,"
European Journal of Political Economy, Elsevier, vol. 25(4), pages 525-539, December.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2007. "Deficit sustainability and inflation in EMU: An analysis from the fiscal theory of the price level," Working Papers 07-01, Asociación Española de Economía y Finanzas Internacionales.
- Zsolt Darvas & Zoltan Schepp, 2009.
"Long maturity forward rates of major currencies are stationary,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1175-1181.
- Zsolt Darvas & Zoltán Schepp, 2006. "Long maturity forward rates of major currencies are stationary," Working Papers 0603, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
- Mazali, Antonio Alberto & Divino, Jose Angelo, 2010.
"Real Wage Rigidity and the New Phillips Curve: The Brazilian Case,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
- Antonio Alberto Mazali & José Angelo Divino, 2011. "Real Wage Rigidity andthe New Phillips Curve: the Brazilian Case," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 38, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Darne, Olivier & Diebolt, Claude, 2004.
"Unit roots and infrequent large shocks: new international evidence on output,"
Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
- Olivier Darné & Claude Diebolt, 2004. "Unit Roots and Infrequent Large Shocks : New International Evidence on Output," Post-Print hal-00279015, HAL.
More about this item
Keywords
Market definition; Delineation; Quantitative; Stationarity tests; Prices; Geographic; SSNIP; Hypothetical monopolist; Competition; Unit root; Price ratio; Antitrust;All these keywords.
JEL classification:
- L40 - Industrial Organization - - Antitrust Issues and Policies - - - General
- L41 - Industrial Organization - - Antitrust Issues and Policies - - - Monopolization; Horizontal Anticompetitive Practices
- L43 - Industrial Organization - - Antitrust Issues and Policies - - - Legal Monopolies and Regulation or Deregulation
- D4 - Microeconomics - - Market Structure, Pricing, and Design
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2006-12-04 (Africa)
- NEP-COM-2006-12-04 (Industrial Competition)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sza:wpaper:wpapers31. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Melt van Schoor (email available below). General contact details of provider: https://edirc.repec.org/data/desunza.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.