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TIME SERIES AND COMPETITION POLICY

Workshop date: 
Monday, March 4, 2013 to Tuesday, March 5, 2013
Workshop location: 
Stias, University of Stellenbosch

 Time-series tools are often employed in competition law investigations to detect collusion, estimate damages and study post-merger market outcomes. Time-series data (including panel data) are also often employed in empirical industrial organisation (IO) models to estimate demand function and simulate mergers, as well as to delineate markets. To advance research in each of these subfields and to contribute to greater integration of the various fields, Stellenbosch University, is organising a workshop on 4-5 March 2013. The workshop, funded by Economic Research Southern Africa (ERSA), will offer researchers across South Africa and beyond to build networks and present current research involving time-series applications to competition policy problems.

Workshop information: 
Workshop papers: 
The Extent of the European Power Markets
The Impact of Antitrust Fines on Firm Valuation in South Africa
Mark-ups and Competition - A Comparison of the Profitability of Listed South African and American Industrial Companies
The Impact of Acquiistions on Profitability: Evidence from Listed Firms in South Africa
Cartel Detection in Procurement Markets
Testing for Competition in the South African Banking Sector
Fixed-to-Mobile Substitution in the European Union
Exploring the Nexus Between Bank Competition and Productivity in the South African Banking Sector
Differential Electricity Pricing and Energy Efficiency in South Africa
The Impact of Merger and Acquisition on Financial Intermediation: Empirical Evidence from Nigerian Banking Industry
Ex Post Merger Evaluation in the UK Retail Market for Books