Template-Type: ReDIF-Paper 1.0
Author-Name: Fok, D.
Author-Name-Last: Fok
Author-Name-First: Dennis
Author-Name: Franses, Ph.H.B.F.
Author-Name-Last: Franses
Author-Name-First: Philip Hans
Author-Person: pfr226
Title: Impulse-response analysis of the market share attraction model
Abstract: We propose a simulation-based technique to calculate impulse-response functions and their confidence intervals in a market share attraction 
 model [MCI]. As an MCI model implies a reduced form model for the logs of relative market shares, simulation techniques have to be used to obtain the impulse-responses for the levels of the market shares. We apply the technique to an MCI model for a five-brand detergent market. We illustrate how impulse-response functions can help to interpret the estimated model. In particular, the competitive and dynamic structure 
 of the model can be analyzed.
Creation-Date: 1999-01-01
File-URL: https://repub.eur.nl/pub/1628/feweco19991222153344.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 9955-/A
Keywords: attraction models, forecasting, impulse-response analysis, market shares
Handle: RePEc:ems:eureir:1628