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We consider the problem of determining a set ofoptimal tariffs for a revenue maximizing operator, on a subset ofall arcs of a telecommunications network. We suppose multiplerational clients are active on the network who route their demandson the cheapest paths from source to destination, where...
Persistent link: https://www.econbiz.de/10005304963
We consider the problem of determining a set of optimal tariffs for an agent in the network, who owns a subset of all the arcs, and who receives revenue by setting the tariffs on the arc he owns. Multiple rational clients are active in the network, who route their demands on the cheapest paths...
Persistent link: https://www.econbiz.de/10005304970
The strong sequential core for two-stage economies with a possibly incomplete set of assets in period zero and trade in commodities in period one consists of those goods allocations that are in the classical core and moreover, after realization of the state of nature, in the core of the economy...
Persistent link: https://www.econbiz.de/10005795843
Based on the Expectancy Disconfirmation Model as the underlying construct, methods to measure customer satisfaction with products and the steps to be undertaken in the research process are investigated. The measurement of Derived Satisfaction using (dis)confirmation was identified to be the...
Persistent link: https://www.econbiz.de/10005795856
Cochrane (2007) points out that the Taylor rule parameters in New-Keynesian models are not identified, and thus trying to estimate them through single-equation regressions is pointless. This paper shows in contrast that this observation holds only for economies that do not display inflation...
Persistent link: https://www.econbiz.de/10005219975
We propose an approach for checking the data admissibility of non-stationary multivariate time series models (VAR or VARMA) through that of their implied individual ARIMA specifications. In particular we show that the presence of different kinds of common cyclical features restrictions, leading...
Persistent link: https://www.econbiz.de/10005219982
We present a model of adaptive economic agents that are k periods forward looking. Agents in our model are randomly matched to interact in finitely repeated games. They form beliefs by relying on their past experience in the same situation (after the same recent history) and then best respond to...
Persistent link: https://www.econbiz.de/10005219983