nep-ict New Economics Papers
on Information and Communication Technologies
Issue of 2006‒09‒11
three papers chosen by
Walter Frisch
University Vienna
  1. Information Processing and Learning: Testing the Analogy-based Expectation Approach By Steffen Huck; Philippe Jehiel; Tom Rutter
  2. Marketing, Informatie en Besluitvorming: een inter-organisationeel Perspectief By Bruggen, G.H. van
  3. Stability of nonlinear AR-GARCH models By Meitz, Mika; Saikkonen, Pentti
  1. By: Steffen Huck; Philippe Jehiel; Tom Rutter
    Date: 2006–09–05
    URL: http://d.repec.org/n?u=RePEc:cla:levrem:321307000000000364&r=ict
  2. By: Bruggen, G.H. van (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)
    Abstract: In this paper we describe three types of applications of information technology in marketing. These are (1) applications that focus on improving the efficiency of marketing processes; (2) applications that focus on improving the effectiveness of marketing management; and (3) applications that improve the strategic position of organizations within a marketing channel. The application of information technology has led to the availability of large amounts of marketing information. Through the use of marketing management support systems, this information can be used effectively. By sharing marketing information with channel partners through inter-organisational information systems, information can be used innovatively as well.
    Keywords: marketing;information technology;decision-Making;marketing;management support systems;information Sharing;marketing channels;
    Date: 2001–10–12
    URL: http://d.repec.org/n?u=RePEc:dgr:euriar:3000347&r=ict
  3. By: Meitz, Mika (Dept. of Economic Statistics, Stockholm School of Economics); Saikkonen, Pentti (Dept. of Mathematics and Statistics, University of Helsinki)
    Abstract: This paper studies the stability of nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a nonlinear first order generalized autoregressive conditional heteroskedasticity (GARCH(1,1)) model. Conditions under which the model is stable in the sense that its Markov chain representation is geometrically ergodic are provided. This implies the existence of an initial distribution such that the process is strictly stationary and beta-mixing. Conditions under which the stationary distribution has finite moments are also given. The results cover several nonlinear specifications recently proposed for both the conditional mean and conditional variance.
    Keywords: -
    JEL: C22
    Date: 2006–06–01
    URL: http://d.repec.org/n?u=RePEc:hhs:hastef:0632&r=ict
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