Relevant bibliographies by topics / Variable Markups

Academic literature on the topic 'Variable Markups'

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Published: 10 March 2023

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Journal articles on the topic "Variable Markups"

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Gamber, William L. "Entry, Variable Markups, and Business Cycles." Finance and Economics Discussion Series 2021, no. 077 (December 2, 2021): 1–67. http://dx.doi.org/10.17016/feds.2021.077.

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The creation of new businesses declines in recessions. In this paper, I study the effects of pro-cyclical business formation on aggregate employment in a general equilibrium model of firm dynamics. The key features of the model are that the elasticity of demand faced by firms falls with their market share and that adjustment costs slow the reallocation of employment between firms. In response to a decline in entry, incumbent firms' market shares increase, their elasticity of demand falls, and they increase their markups and reduce employment. To quantify the model, I study the relationship between variable input use and revenue in panel data on large firms. Viewed through the lens of my model, my estimates imply that for large firms, the within-firm elasticity of the markup to relative sales is 25 percent. I use the calibrated model to study shocks to entry, finding that a fall in entry can lead to a significant contraction in employment. A shock to entry that replicates the decline in the number of businesses during the Great Recession generates a prolonged 2.5 percent fall in employment in the model. Finally, I show that the declining correlation between revenue and variable input use over the past 30 years implies that the effect of entry on the business cycle has become stronger over time.
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Jiang, Wei, and Miguel León-Ledesma. "Variable markups and capital-labor substitution." Economics Letters 171 (October 2018): 34–36. http://dx.doi.org/10.1016/j.econlet.2018.07.011.

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Amiti, Mary, Oleg Itskhoki, and Jozef Konings. "International Shocks, Variable Markups, and Domestic Prices." Review of Economic Studies 86, no. 6 (February 2, 2019): 2356–402. http://dx.doi.org/10.1093/restud/rdz005.

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Abstract How strong are strategic complementarities in price setting across firms? In this article, we provide a direct empirical estimate of firms’ price responses to changes in competitor prices. We develop a general theoretical framework and an empirical identification strategy, taking advantage of a new micro-level dataset for the Belgian manufacturing sector. We find strong evidence of strategic complementarities, with a typical firm adjusting its price with an elasticity of 0.4 in response to its competitors’ price changes and with an elasticity of 0.6 in response to its own cost shocks. Furthermore, we find evidence of substantial heterogeneity in these elasticities across firms. Small firms exhibit no strategic complementarities in price setting and complete cost pass-through. In contrast, large firms exhibit strong strategic complementarities, responding to both competitor price changes and their own cost shocks with roughly equal elasticities of around 0.5. We show that this pattern of heterogeneity in markup variability across firms is important for explaining the aggregate markup response to international shocks and the observed low exchange rate pass-through into domestic prices.
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Demidova, Svetlana. "Trade policies, firm heterogeneity, and variable markups." Journal of International Economics 108 (September 2017): 260–73. http://dx.doi.org/10.1016/j.jinteco.2017.05.011.

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Takatsuka, Hajime, and Dao‐Zhi Zeng. "Elastic labor supply, variable markups, and spatial inequalities." Review of International Economics 26, no. 5 (May 8, 2018): 1084–100. http://dx.doi.org/10.1111/roie.12350.

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Xi Chen and Bertrand M. Koebel. "Fixed Cost, Variable Cost, Markups and Returns to Scale." Annals of Economics and Statistics, no. 127 (2017): 61. http://dx.doi.org/10.15609/annaeconstat2009.127.0061.

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Caselli, Mauro, Arpita Chatterjee, and Alan Woodland. "Multi‐product exporters, variable markups and exchange rate fluctuations." Canadian Journal of Economics/Revue canadienne d'économique 50, no. 4 (November 2017): 1130–60. http://dx.doi.org/10.1111/caje.12289.

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Loecker, Jan De, and Frederic Warzynski. "Markups and Firm-Level Export Status." American Economic Review 102, no. 6 (October 1, 2012): 2437–71. http://dx.doi.org/10.1257/aer.102.6.2437.

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In this paper, we develop a method to estimate markups using plant-level production data. Our approach relies on cost-minimizing producers and the existence of at least one variable input of production. The suggested empirical framework relies on the estimation of a production function and provides estimates of plant-level mark-ups without specifying how firms compete in the product market. We rely on our method to explore the relationship between markups and export behavior. We find that markups are estimated significantly higher when controlling for unobserved productivity; that exporters charge, on average, higher markups and that markups increase upon export entry. (JEL D22, D24, F14, L11, L60)
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Li, Ningning, and Yongjin Wang. "Estimating resource misallocation: Distinguishing factor market distortions from variable markups." Economics Letters 207 (October 2021): 110027. http://dx.doi.org/10.1016/j.econlet.2021.110027.

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Dos Santos Ferreira, Rodolphe, and Teresa Lloyd-Braga. "Non-linear endogenous fluctuations with free entry and variable markups." Journal of Economic Dynamics and Control 29, no. 5 (May 2005): 847–71. http://dx.doi.org/10.1016/j.jedc.2004.04.003.

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Dissertations / Theses on the topic "Variable Markups"

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Argesanu, George Nicolae. "Risk analysis and hedging and incomplete markets." Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1079923360.

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Thesis (Ph. D.)--Ohio State University, 2004.
Title from first page of PDF file. Document formatted into pages; contains x, 86 p.; also includes graphics Includes bibliographical references (p. 84-86). Available online via OhioLINK's ETD Center
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Pagliardi, Giovanni. "Financial markets, political variables and extreme events." Thesis, Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales, 2017. http://www.theses.fr/2017ESEC0006.

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Cette thèse de doctorat étudie les dynamiques des marchés financiers quand des évènements extrêmes et des variables politiques sont pris en compte. Il est reconnu que les crises financières aussi bien que les évènements politiques nationaux et internationaux ont un impact significatif sur les bourses mondiales, et cet impact est devenu encore plus important avec l'intégration accrue des marchés financiers, de telle sorte par exemple qu'un choc dans un pays peut avoir rapidement des répercussions sur les autres marchés
This thesis investigates the dynamics of financial markets from different perspectives. First, we analyze the impact of different political variables on market prices. We show that the quality of economic policy and the institutional effectiveness display surprisingly low correlation and play a crucial role for the stock, CDS and forex markets. Second, focusing on extreme events, we show that the extreme correlation between asset returns and trading volumes is very low during stock market booms and crashes. Third, in order to optimally deal with these extreme events, we study the predictive accuracy of an entropy-based estimator to forecast asset prices. We compare this entropic estimator with a standard quadratic technique based on the mean square error, and we show that the entropy attains higher forecasting precision. Finally, we study pairs trading, a well-known investment strategy that is applied to the Italian stock market, and investigate the determinants of its profitability
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Sjöling, Björn. "Indicators for Bubble Formation in Housing Markets." Thesis, KTH, Bygg- och fastighetsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-90980.

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It widely is assumed that property markets can be predicted and to be able to make forecasts, concerning future housing prices, a number of different indicators are used. But if it possible to know the future today, why do we still experience bubbles in housing markets? To answer this question the reliability of four of the most commonly used indicators were tested for the time period between 2000 and 2010. To evaluate the indicators predicting power the development in, Germany, Sweden, Spain and the UK was studied. Germany and Sweden did not experience a correction during the most recent financial crises, while Spain and the UK did. If the evaluated indicators would be good predictors of future developments, it should have been possible to see differences in the attained values prior to the crises and it should have been easy to forecast that prices would fall in the UK and Spain and that they would be fairly stable in Germany and continue to increase in Sweden. The results from this study do not support the statement, that property prices can be forecasted, but, on the contrary, indicates that the investigated indicators have very limited predictive power in forecasting future price developments in housing markets. The result also show that variable rate mortgages can be expected to play a smoothing effect on property prices during economic cycles.
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Sjöling, Björn-O. "Indicators for Bubble Formation in Housing Markets." Thesis, KTH, Fastigheter och byggande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-91643.

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It widely is assumed that property markets can be predicted and to be able to make forecasts, concerning future housing prices, a number of different indicators are used. But if it possible to know the future today, why do we still experience bubbles in housing markets? To answer this question the reliability of four of the most commonly used indicators were tested for the time period between 2000 and 2010. To evaluate the indicators predicting power the development in, Germany, Sweden, Spain and the UK was studied. Germany and Sweden did not experience a correction during the most recent financial crises, while Spain and the UK did. If the evaluated indicators would be good predictors of future developments, it should have been possible to see differences in the attained values prior to the crises and it should have been easy to forecast that prices would fall in the UK and Spain and that they would be fairly stable in Germany and continue to increase in Sweden. The results from this study do not support the statement, that property prices can be forecasted, but, on the contrary, indicates that the investigated indicators have very limited predictive power in forecasting future price developments in housing markets. The result also show that variable rate mortgages can be expected to play a smoothing effect on property prices during economic cycles.
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Jahedpari, Fatemeh. "Artificial prediction markets for online prediction of continuous variables." Thesis, University of Bath, 2016. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690730.

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In this dissertation, we propose an online machine learning technique – named Artificial Continuous Prediction Market (ACPM) – to predict the value of a continuous variable by (i) integrating a set of data streams from heterogeneous sources with time varying compositions such as changing the quality of data streams, (ii) integrating the results of several analysis models for each data source when the most suitable model for a given data source is not known a priori, (iii) dynamically weighting the prediction of each analysis model and data source to form the system prediction. We adapt the concept of prediction market, motivated by their success in forecasting accurately the outcome of many events [Nikolova and Sami, 2007]. Our proposed model instantiates a sequence of prediction markets in which artificial agents play the role of market participants. Agents participate in the markets with the objective of increasing their own utility and hence indirectly cause the markets to aggregate their knowledge. Each market is run in a number of rounds in which agents have the opportunity to send their prediction and bet to the market. At the end of each round, the aggregated prediction of the crowd is announced to all agents, which provides a signal to agents about the private information of other agents so they can adjust their beliefs accordingly. Once the true value of the record is known, agents are rewarded according to accuracy of their prediction. Using this information, agents update their models and knowledge, with the aim of improving their performance in future markets. This thesis proposes two trading strategies to be utilised by agents when participating in a market. While the first one is a naive constant strategy, the second one is an adaptive strategy based on Q-Learning technique [Watkins, 1989]. We evaluate the performance of our model in different situations using real-world and synthetic data sets. Our results suggest that ACPM: i) is either better or very close to the best performing agents, ii) is resilient to the addition of agents with low performance, iii) outperforms many well-known machine learning models, iv) is resilient to quality drop-out in the best performing agents, v) adapts to changes in quality of agents predictions.
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Simen, Chardin Wese. "Variance and jump risks in financial markets." Thesis, University of Reading, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627643.

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This thesis investigates variance and jump risks in financial markets. Chapter 1 introduces these two concepts. Following this overview, Chapter 2 presents a thorough analysis of the compensation required by investors for their exposure to commodity variance risk. We analyze the payoffs of variance swaps of 21 prominent commodity markets over more than 20 years and find significant variance risk premia in 18 out of 21 markets. We show that commodity variance risk premia are negative, time-varying and their magnitudes increase with variance. Although classical and state-of-the-art factor models cannot explain variations in commodity variance risk premia satisfactorily, we document a significant relation between variance risk premia and macroeconomic beliefs. Chapter 3 builds on the findings of Chapter 2 to study the implication of the volatility risk premium for volatility forecasting. The volatility risk premium drives a wedge between the volatility implied from the risk-neutral probability measure and subsequently realized under the physical probability measure, making implied volatility a biased forecast of realized volatility. We introduce a non-parametric and parsimonious approach to adjust the model-free implied volatility for the volatility risk premium and implement this methodology using more than 20 years of options and futures data on three major energy markets.
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Rubio, Margarita. "Housing markets, business cycles and monetary policy." Thesis, Boston College, 2008. http://hdl.handle.net/2345/354.

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Thesis advisor: Fabio Ghironi
Thesis advisor: Matteo Iacoviello
This dissertation studies the implications of housing market heterogeneity for the trans- mission of shocks, welfare and the conduct of monetary policy. In the first chapter I focus on mortgage contract heterogeneity (fixed vs. variable-rate mortgages). I develop and solve a New Keynesian dynamic stochastic general equilibrium model that features a housing market and a group of constrained individuals who need housing collateral to obtain loans. A given proportion of constrained households borrows at a variable rate, while the rest borrows at a fixed rate. The model predicts that in an economy with mostly variable-rate mortgages, an exogenous interest rate shock has larger effects on borrowers than in a fixed-rate economy. For plausible parametrizations, aggregate differences are muted by wealth effects on labor supply and by the presence of savers. More persistent shocks cause larger aggregate differences. From a normative perspective I find that, in the presence of collateral constraints, the optimal Taylor rule is less aggressive against inflation than in the standard sticky-price model. Furthermore, for given monetary policy, a high proportion of fixed-rate mortgages is welfare enhancing. Then, I develop a two-country version of the model to study the implications of housing market heterogeneity for a monetary union as well as costs and benefits of being in a monetary union when there are asymmetric shocks. Results show that consumption reacts more strongly to common shocks in countries with high loan-to-value ratios (LTVs), a high proportion of borrowers or variable-rate mortgages. I also find that country-specific housing price shocks increase consumption not only in the country where the shock takes place. Welfare analysis shows that housing-market homogeneization is not beneficial per se, only when it is towards low LTVs or predominantly fixed-rate mortgages. As for costs and benefits of monetary unions, when there is a technology shock in one of the countries and they are symmetric, the monetary union regime is welfare worsening. However, results are dependent on whether or not countries are symmetric and on the source of the asymmetry
Thesis (PhD) — Boston College, 2008
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
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Hartel, Andreas J. W. [Verfasser], Markus [Gutachter] Engstler, and Markus [Gutachter] Sauer. "Die laterale Diffusion des variablen Oberflächenglykoproteins in Trypanosomen und in artifiziellen Membranen / Andreas J. W. Hartel. Gutachter: Markus Engstler ; Markus Sauer." Würzburg : Universität Würzburg, 2015. http://d-nb.info/1108780504/34.

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Hund, John Eric. "Variance and covariance dynamics in emerging sovereign credit markets /." Digital version accessible at:, 2000. http://wwwlib.umi.com/cr/utexas/main.

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Karlsson, Robin, and Jessica Olsson. "Den svenska aktiemarknadens beroende av makroekonomin i Tyskland och USA." Thesis, Linköping University, Department of Management and Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-8101.

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Bakgrund: Dagligen diskuteras utländsk makroekonomiska data i svensk media, där förväntningarna på utvecklingen av dessa sätts i sammanhang med utvecklingen på den svenska börsen.

Syfte: Målet med den här studien var att utröna i hur stor utsträckning denna information kan anses vara betydande för en aktieinvesterare med kapital på den svenska börsen. Hänsyn togs även till börscykler samt varierande tidsperioder.

Genomförande: Med grund i the Arbitrage Pricing Theory genomfördes multipla regressionsanalyser, med det svenska indexet OMXS30 som beroendevariabel. Undersökningarna baserades på månadsdata för perioden april 1991 till och med augusti 2006. Den makroekonomiska datan försköts därtill en period för att ta hänsyn till variablernas eventuella fördröja effekter på Stockholmsbörsen.

Resultat: Integrationen mellan börserna visade sig ha ökat över tiden, med undantag för extraordinära perioder som IT-boomen, där makroekonomiska fundamentaldata istället slås ut. En positiv utvecklingen av långräntan samt konsumentförtroendet i USA tyder på en samtida börsuppgång i Sverige. Vidare är båda växelkurserna starkt signifikanta, där en stärkt dollar och en försvagad euro har positiva effekter på den svenska marknadsutvecklingen.


Background: Foreign macroeconomic fundamentals are daily discussed in the Swedish media, where expectations on the development of these are put into context with the ecnonomic development in Sweden.

Aim: The purpose of this thesis is to analyse to what extent this information is important for a investor on the Swedish Stock Market. Consideration was also taken to trends in the Stock Market as well as varying time periods.

Research Method: Against the background of the Abritrage Pricing Theory a multiple regression analysis was conducted,with the Swedish Stock Market Index OMXS30 as the dependent variable. The macroeconomic variables where based on monthly data between April 1991 and August 2006 and were thereto lagged one period in order to identify any delayed effects.

Result: The integration between the Stock Markets was found to increse over time, with the exception of extraordinary periods, as the IT-boom, where macroeconomic fundamentals lost significance. A positive long-term interest rate as well as a positive consumer confidence in the U.S. was found to indicate a contemporary rising market in Sweden. Further were both of the exchange rates found significant, where a stronger dollar and a weaker euro have positive effects on the Swedish current Stock Market.

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Books on the topic "Variable Markups"

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Landell Mills Commodities Studies Limited. Variable exchange rates and trading on commodity markets. London: Commonwealth Secretariat, 1986.

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Engle, R. F. Valuation of variance forecasts with simulated option markets. Cambridge, MA: National Bureau of Economic Research, 1990.

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Ang, Andrew. Do macro variables, asset markets, or surveys forecast inflation better? Washington, D.C: Federal Reserve Board, 2006.

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Ang, Andrew. Do macro variables, asset markets, or surveys forecast inflation better? Cambridge, MA: National Bureau of Economic Research, 2005.

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Ang, Andrew. Do macro variables, asset markets or surveys forecast inflation better? Cambridge, Mass: National Bureau of Economic Research, 2005.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. New Hope: Frank J. Fabozzi Associates, 1987.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. Oxford: Blackwell, 1990.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. Oxford, OX, UK: B. Blackwell, 1987.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. Oxford: Basil Blackwell, 1987.

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Campbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C: Federal Reserve Board, 2006.

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Book chapters on the topic "Variable Markups"

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Gersbach, Hans, and Hans Haller. "General Equilibrium with Variable Household Structure." In Groups and Markets, 59–71. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-60516-6_6.

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Purczyński, Jan. "Characteristics of Dichotomous Variable Estimators." In Effective Investments on Capital Markets, 301–21. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21274-2_21.

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Bassi, Francesca. "Dynamic Segmentation of Financial Markets: A Mixture Latent Class Markov Approach." In Advances in Latent Variables, 61–72. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/10104_2014_20.

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Dasarathy, Anirudh, and Ronnie Sircar. "Variable Costs in Dynamic Cournot Energy Markets." In Commodities, Energy and Environmental Finance, 397–430. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2733-3_15.

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Dahiya, Rajvir, and Guoren Deng. "Molecular prognostic markers in breast cancer." In Prognostic variables in node-negative and node-positive breast cancer, 275–90. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5195-9_22.

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Porras, Eva R. "Fundamental Versus Contagion Variables to Explain Returns." In Bubbles and Contagion in Financial Markets, Volume 2, 231–57. London: Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-137-52442-3_6.

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Stearns, Vered, Hideko Yamauchi, and Daniel F. Hayes. "Circulating tumor markers in breast cancer: Accepted utilities and novel prospects." In Prognostic variables in node-negative and node-positive breast cancer, 329–49. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5195-9_26.

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Katsikeas, Constantine S. "Purchase Decision Variables in International Industrial Markets: An Empirical Exploration." In Proceedings of the 1995 Academy of Marketing Science (AMS) Annual Conference, 25. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-13147-4_9.

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Isagi, Yuji, and Tatsuo Kanazashi. "Gene Flow Analysis of Magnolia obovata Thunb. Using Highly Variable Microsatellite Markers." In Diversity and Interaction in a Temperate Forest Community, 257–69. Tokyo: Springer Japan, 2002. http://dx.doi.org/10.1007/978-4-431-67879-3_20.

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Green, Christopher J. "Adjustment costs and mean-variance efficiency in UK financial markets." In Economic Modelling in the OECD Countries, 119–40. Dordrecht: Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-1213-7_7.

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Conference papers on the topic "Variable Markups"

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Bentsos, Christos. "Financial and Energy Markets: Effects on Shipping Industry." In SNAME 7th International Symposium on Ship Operations, Management and Economics. SNAME, 2021. http://dx.doi.org/10.5957/some-2021-009.

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This paper examines the extent of which the financial and energy markets affect the performance of shipping industry. An empirical research is conducted by regressing the returns of the shipping industry’s variables on the returns of financial market’s variables and the returns of energy market’s variables. The data will be weekly and refer to a seven-year period from July 2013 up to July 2019. Vector autoregressive models will be employed to explore the Granger causality, and the variance decomposition for each variable. The same procedure will be used in order to test the causality between the variables’ volatility.
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Frunt, J., W. L. Kling, R. M. Hermans, F. A. Nobel, and W. W. de Boer. "Impact of design variables on balancing markets." In 2010 7th International Conference on the European Energy Market (EEM 2010). IEEE, 2010. http://dx.doi.org/10.1109/eem.2010.5558680.

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Smith, J. C., Stephen Beuning, Henry Durrwachter, Erik Ela, David Hawkins, Brendan Kirby, Warren Lasher, et al. "Impact of variable renewable energy on US electricity markets." In Energy Society General Meeting. IEEE, 2010. http://dx.doi.org/10.1109/pes.2010.5589715.

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Munoz-Alvarez, Daniel, Angela I. Cadena, and Juan M. Alzate. "Integrating variable distributed generation within short-term electricity markets." In 2012 IEEE PES Innovative Smart Grid Technologies (ISGT). IEEE, 2012. http://dx.doi.org/10.1109/isgt.2012.6175751.

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Chen, Jun, and Humberto E. Garcia. "Operations optimization of hybrid energy systems under variable markets." In 2016 American Control Conference (ACC). IEEE, 2016. http://dx.doi.org/10.1109/acc.2016.7525412.

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Karakaya, Aykut, Seymur Ağazade, and Selçuk Perçin. "The Relationship between Performance, Innovation and Competition in Turkish Manufacturing Industry." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01407.

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The relationship between performance and innovation is covered most extensively in neoclassical economic theory and Schumpeterian approach. These two approaches explain the relationship between innovation and performance in different ways. The neoclassical theory predicts that innovation emerges in competitive markets while Schumpeterian approach predicts it will emerge in imperfect competitive markets. Using data for the period 2008-2013, this study investigates the relationship between innovation and competition level in the Turkish Manufacturing Industry. Data analyzing method is Two-Step System Generalized Moments of Method. Performance variables of the study are net profit margin, return on assets and return on equity. R&D intensity is innovation indicator. Industrial competition level is measured by Herfindahl-Hirsckman Index. The results of Two-Step System Generalized Method of Moments analysis show that R&D intensity affects positively performance variables in contrast one lag of R&D effects negatively. Furthermore, competition intensity also improves performance. Positive coefficient of R&D variable supports the view of innovation has the characteristics of providing competitive advantage. The negative coefficient of R&D lag indicates the problems related to the protection of intellectual property right. This finding can be interpreted that innovation operations are imitated approximately after a period. The positive effect of competition intensity supports the prediction of Schumpeterian approach.
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Huang, Peter Y. H., Per G. Reinhall, and I. Y. Shen. "A Study of Constrained Layer Damping Models Under Clamped Boundary Conditions." In ASME 1999 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/imece1999-0566.

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Abstract The most commonly used beam model for constrained layer damping was developed by Mead and Markus in 1969. Although three displacement variables were used in the model, only two of them were independent. As a result, boundary conditions that are allowed in the Mead-Markus formulation may sometimes be limited. For example, a simple lab setup often consists of a cantilevered base beam with free-free constraining layer. In this case, the axial displacements of the beam and the constrained layer are independent at the cantilevered end. This boundary condition violates the basic assumption of the Mead-Markus model and cannot be described under the Mead-Markus formulation. In this paper, we investigate a modified model that is able to incorporate such boundary conditions by using three independent displacement variables. The modified model is demonstrated on a cantilevered beam with a free-free constrained layer treatment. The frequency response functions were obtained both experimentally and analytically. Our results show that the modified model is able to accurately predict vibration response. An investigation into the frequency response functions of the Mead-Markus model under similar boundary conditions is also reported.
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Sönmezer, Sıtkı, and İlyas Sözen. "How to Increase Market Capitalization in Eurasian Markets?" In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01060.

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The objective of the study is to put forth the difference between the characteristics of Eurasian markets and the developing country markets and test convergence hypothesis based on market capitalization. Factors that obstacle foreign investments into these markets are assessed and possible ways to eradicate the gap between these markets is discussed. Market based variables such as number of listed companies is combined with other variables that may shed light to the investment environment to have a better understanding of the factors affecting market capitalization. Multi regression analysis are done for the markets that succeed in coaxing foreign investors and domestic investors to their market and the study highlights the factors that countries need to focus in order to converge to the successful ones.
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Hsieh, Ming-hua. "Valuation of variable annuity contracts with cliquet options in Asia markets." In 2008 Winter Simulation Conference (WSC). IEEE, 2008. http://dx.doi.org/10.1109/wsc.2008.4736119.

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Ramanathan, R. "Impact of Variable Energy Resources on Energy Imbalance Markets and Wheeling Transactions." In 2019 IEEE PES GTD Grand International Conference and Exposition Asia (GTD Asia). IEEE, 2019. http://dx.doi.org/10.1109/gtdasia.2019.8716007.

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Reports on the topic "Variable Markups"

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Fan, Haichao, Yao Amber Li, Sichuang Xu, and Stephen Yeaple. Quality, Variable Markups, and Welfare: A Quantitative General Equilibrium Analysis of Export Prices. Cambridge, MA: National Bureau of Economic Research, February 2019. http://dx.doi.org/10.3386/w25611.

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Ang, Andrew, Geert Bekaert, and Min Wei. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? Cambridge, MA: National Bureau of Economic Research, August 2005. http://dx.doi.org/10.3386/w11538.

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Engle, Robert, Che-Hsiung Hong, and Alex Kane. Valuation of Variance Forecast with Simulated Option Markets. Cambridge, MA: National Bureau of Economic Research, May 1990. http://dx.doi.org/10.3386/w3350.

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Cochran, Jaquelin, Lori Bird, Jenny Heeter, and Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets. Best Practices from International Experience. Office of Scientific and Technical Information (OSTI), April 2012. http://dx.doi.org/10.2172/1219661.

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Cochran, Jaquelin, Lori Bird, Jenny Heeter, and Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets: Best Practices from International Experience. Office of Scientific and Technical Information (OSTI), April 2012. http://dx.doi.org/10.2172/1041369.

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Kahrl, Fredrich, Hyungkwan Kim, Andrew Mills, Ryan Wiser, Cristina Crespo Montañés, and Will Gorman. Variable Renewable Energy Participation in U.S. Ancillary Services Markets: Economic Evaluation and Key Issues. Office of Scientific and Technical Information (OSTI), October 2021. http://dx.doi.org/10.2172/1824782.

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Cochran, Jaquelin, Lori Bird, Jenny Heeter, and Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets. Best Practices from International Experience, Summary for Policymakers. Office of Scientific and Technical Information (OSTI), April 2012. http://dx.doi.org/10.2172/1219662.

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Cochran, Jaquelin, Lori Bird, Jenny Heeter, and Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets: Best Practices from International Experience, Summary for Policymakers. Office of Scientific and Technical Information (OSTI), April 2012. http://dx.doi.org/10.2172/1041368.

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Lawlor, Debbie A., Carol Propper, George Davey Smith, and Stephanie von Hinke Kessler Scholder. Genetic markers as instrumental variables: an application to child fat mass and academic achievement. Institute for Fiscal Studies, March 2010. http://dx.doi.org/10.1920/wp.cem.2010.0310.

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Bishop, Kelly, and Christopher Timmins. Hedonic Prices and Implicit Markets: Estimating Marginal Willingness to Pay for Differentiated Products Without Instrumental Variables. Cambridge, MA: National Bureau of Economic Research, November 2011. http://dx.doi.org/10.3386/w17611.

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