The bursts and multiplicity of Internet advertising have made multi-channel attribution an immediate challenge for marketing practitioners. Existing attribution models predominantly focus on analyzing consumers' converting path with respect to one focal firm while largely overlooking the impact...

In this paper we model monthly UK inflation and find that there is some small but significant autocorrelation, particularly at 12 months. We find that this autocorrelation in monthly inflation leads to significant persistence in the headline annual inflation figure. A one-off shock to monthly...