RT Report
T1 Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
A1 Casals Carro, José
A1 Jerez Méndez, Miguel
A1 Sotoca López, Sonia
AB This paper shows how to compute the in-sample effect of exogenous inputs on the endogenous variables in any linear model written in state-space form. Estimating this component may be, either interesting by itself, or a previous step before decomposing a time series into trend, cycle, seasonal and error components. The practical application and usefulness of this method is illustrated by estimating the effect of advertising on monthly sales of the Lydia Pinkham vegetable compound.
PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
YR 2006
FD 2006
LK https://hdl.handle.net/20.500.14352/56636
UL https://hdl.handle.net/20.500.14352/56636
LA eng
DS Docta Complutense
RD 3 abr 2025