Is peer-to-peer demand cointegrated at the listing level?
JV Pérez-Rodríguez, H Rachinger, R Suárez-Vega - Empirical Economics, 2024 - Springer
In this paper, we analyse the long-run equilibrium demand of the peer-to-peer sharing
economy. Our panel data demand model relates occupancy rates to relative prices of Airbnb …
economy. Our panel data demand model relates occupancy rates to relative prices of Airbnb …
Wavelet estimation for factor models with time-varying loadings
DH Cataño, CV Rodríguez-Caballero… - … Journal of Wavelets …, 2022 - World Scientific
We introduce a high-dimensional factor model with time-varying loadings. We cover both
stationary and nonstationary factors to increase the possibilities of applications. We propose …
stationary and nonstationary factors to increase the possibilities of applications. We propose …