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Correction of an Error in "The Variation of Certain Speculative Prices" (1963)

โœ Scribed by Benoit B. Mandelbrot


Book ID
124679730
Publisher
University of Chicago Press
Year
1972
Tongue
English
Weight
84 KB
Volume
45
Category
Article
ISSN
0021-9398

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The asymmetry of gasoline prices: fresh
โœ M. Nagy Eltony ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 169 KB ๐Ÿ‘ 1 views

An error correction model was fitted to monthly data on net retail gasoline prices for the U.K. and the U.S.A. over the period January 1980-June 1996 in order to examine the short-run response of gasoline prices to changes in crude oil costs and exchange rate. The hypothesis of a symmetric response