Published January 1983 | Version Submitted
Working Paper Open

An Empirical Analysis of Backlog, Inventory, Production and Price Adjustments: An Application of Recursive Systems of Log-Linear Models

Abstract

This paper presents an empirical analysis of firms' order backlog, inventories, production, and price adjustments to unanticipated demand shocks. The data are obtained from quarterly INSEE Business Survey Tests on firms' realizations, expectations, and appraisals of some various economic variables. The analysis is based on the formulation and the estimation of a recursive system of conditional log-linear probability models.

Additional Information

Revised. Original dated to May 1982. This paper relies heavily on the empirical results reported in B. Ottenwaelter and Q. Vuong (1981). Research for this paper was supported by CNRS under ERA 199. We are grateful to D. Grether, J. Link, G. Oudiz, and M. Nerlove for helpful discussions. Published as Ottenwaelter, B., and Quang H. Vuong. "An Empirical Analysis of Backlog, Inventory, Production, and Price Adjustments: An Application of Recursive Systems of Log-Linear Models." Journal of Business & Economic Statistics 2.3 (1984): 224-234.

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Additional details

Identifiers

Eprint ID
81960
Resolver ID
CaltechAUTHORS:20171002-140313542

Funding

Centre National de la Recherche Scientifique (CNRS)
ERA 199

Dates

Created
2017-10-04
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Updated
2019-10-03
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Caltech Custom Metadata

Caltech groups
Social Science Working Papers
Series Name
Social Science Working Paper
Series Volume or Issue Number
442