Title:Inflation, relative price variability and the markup: evidence from the United States and the United Kingdom Author(s):BANERJEE, Anindya; MIZEN, Paul; RUSSELL, BillDate:2007Citation:
- Economic Modelling, 2007, 24, 82-100
Type:ArticleAbstract:This paper links two separate empirical literatures on inflation, relative price variability (RPV) and the price–cost markup. Measures constructed from annual and quarterly data for the US and UK are used to examine the ...
Title:A Re-Interpretation of the Linear-Quadratic Model When Inventories and Sales Are Polynomially Cointegrated Author(s):BANERJEE, Anindya; MIZEN, PaulDate:2006Citation:
- Journal of Applied Econometrics, 2006, 21, 8, 1249-1264
Type:ArticleAbstract:Estimation of the linear quadratic model, the workhorse of the inventory literature, traditionally takes inventories and sales to be first-difference stationary series, and the ratio of the two variables to be stationary. ...
Title:The Long-Run Relationship among Relative Price Variability, Inflation and the Markup Author(s):BANERJEE, Anindya; MIZEN, Paul; RUSSELL, BillDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/01
Title:A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated Author(s):BANERJEE, Anindya; MIZEN, PaulDate:2003Type:Working PaperSeries/Number:EUI ECO; 2003/11