Piano serial numbers identify the (1) age of your piano, the (2)piano's year of manufacture, as well as (3) the circumstancessurrounding the production of your piano, including factory history,manufacturing processes, and company ownership and oversight.
5) Immediate interior [front]: On the back of the [a] keyslip (long wooden ledge, runs along the front/bottom of the piano's keys. The serial number is often hidden and stamped on the other side, facing the keys). On the front of the [b] action frame (after the keyslip is removed), or stamped on [c] one or both of the cheek blocks, viewed to the right and left of the piano's keyboard.
On older pianos, you may find 3-5 screws, underneath the keyslip, that will need to be removed (or, simply lift up, if no screws are present) to view the action frame. The serial number may be stamped on the front of the frame's wooden base, immediately under the keys.
To recap: the piano's serial number when it isn't immediately visible near the 200+ tuning pins or etched onto the soundboard, may be hidden, here (see the video, above, at 3:55 to prceed #1-4; please proceed with caution):
(Please be patient as we are updating this page on a daily basis.We invite you to SUBSCRIBE to this page, and to use the search box above, as serial numbers are beingupdated and added on an ongoing basis.)
The Pierce Piano Atlas, 12th Edition now in hardcoverformat, provides a wealth of information about the piano manufacturingindustry. Over 12,000 piano names are included, some dating back to theearly eighteen hundreds. This guide provides references to serialnumbers, dates of manufacture, factory locations, a brief history ofmany manufacturers and other pertinent information.
Pianos also have other numbers printed on them such as part numbers and many other pianos do not have a serial number at all. Many pianos will have a 4, 5 or 6 digit serial number to identify the age of the piano. Using this number, along with the manufacturer, the age of the piano can sometimes be determined. The areas to look for these numbers vary from each company but here are some common places to look along with some photos.
3. Grand piano serial numbers are placed in many areas as the photos show. There are seven examples but your serial number placement could be in yet a different location and may require some searching.
In my first chapter, I use coarse Bayesian updating to explain four stylized facts: trading anomalies around major stock market milestones, excess price volatility and trade volume, and heavy-tailed prices. Coarse Bayesians have a fixed, exogenous set of posteriors, which can be thought of as "competing theories of the world." And they pick the most likely one in the sense of minimal deviation from Bayes' Rule. In a simplified version of my model, prices of a financial asset can take on any real positive number. However, coarse Bayesians can only form expectations over two values: a low expected price and a high expected price. There is a cutoff, to the left of which they group low prices today with the low expected price, and to the right of which they group high prices today with the high expected price. I interpret these as regimes, like a bull and a bear market. Heterogeneous coarse Bayesians need not agree on where the bear market ends and the bull market begins, and this is precisely the motive for trade. A seller thinks they are in a bear market and views the asset as overpriced; a buyer thinks they are in a bull market and views the asset as underpriced.
In my first chapter, I use coarse Bayesian updating to explain four stylized facts: trading anomalies around major stock market milestones, excess price volatility and trade volume, and heavy-tailed prices. Coarse Bayesians have a fixed, exogenous set of posteriors, which can be thought of as \"competing theories of the world.\" And they pick the most likely one in the sense of minimal deviation from Bayes' Rule. In a simplified version of my model, prices of a financial asset can take on any real positive number. However, coarse Bayesians can only form expectations over two values: a low expected price and a high expected price. There is a cutoff, to the left of which they group low prices today with the low expected price, and to the right of which they group high prices today with the high expected price. I interpret these as regimes, like a bull and a bear market. Heterogeneous coarse Bayesians need not agree on where the bear market ends and the bull market begins, and this is precisely the motive for trade. A seller thinks they are in a bear market and views the asset as overpriced; a buyer thinks they are in a bull market and views the asset as underpriced.
EconPapers FAQ Archive maintainers FAQ Cookies at EconPapers The RePEc blog The RePEc plagiarism page Working PapersFrom Federal Reserve Bank of St. LouisContact information at EDIRC.Bibliographic data for series maintained by Anna Oates (Obfuscate( 'stls.frb.org', 'anna.oates' )).Access Statistics for this working paper series.Track citations for all items by RSS feedIs something missing from the series or not right? See the RePEc data check for the archive and series. 1981-009: The liquidity effect: changes in the growth rate of money and the ex ante real rate of interest W. W. Brown and G. J. Santoni 1981-008: What ever happened to the Phillips curve? John Tatom 1981-007: Energy prices, economic performance and monetary policy John Tatom 1981-006: Investigating the shift in money demand: an econometric analysis Rik Hafer and Scott Hein 1981-005: Money demand and the term structure of interest rates: some consistent estimates Stuart Allen and Rik Hafer 1981-004: An empirical analysis of the demand for international liquidity Dallas S. Batten 1981-003: The neoclassical model of corporate investment behavior revisited Donald L. Hooks and Walter S. Misiolek 1981-002: On the rationality of inflation forecasts: a new look at the Livingston data Rik Hafer and David H. Resler 1981-001: Further evidence on the stability of the short-run demand for money Rik Hafer and Scott Hein 1977-018: Deposit relationships and bank portfolio selection R. Gilbert 1973-017: The effect of market expectations on employment, wages, and prices Denis S. Karnosky 1972-016: Commercial banking in metropolitan areas: a study of the Chicago SMSA Susan Schmidt Bies 1972-015: The influence of current and potential competition on a commercial bank's operating efficiency Lionel Kalish 1971-014: Money stock control and its implications for monetary policy: technical appendices Christopher T. Babb, Albert E. Burger and Lionel Kalish 1971-013: A historical analysis of the \"crowding out\" of private expenditures by fiscal policy actions Roger W. Spencer and William P. Yohe 1970-012: Empirical test on the effect of changes in money supply in developing economies Surkoo Hahn 1970-011: A study of money stock control Lionel Kalish 1969-010: Adjustments of selected markets in tight money periods Roger W. Spencer 1969-009: Impact of changing economic conditions on life insurance companies Michael J. Heppen and Roger W. Spencer 1969-008: The market for deposit-type financial assets Jerry L. Jordan 1969-007: An analysis and development of the Brunner-Meltzer non-linear money supply hypothesis Albert E. Burger 1968-006: A model of the markets for consumer installment credit and new automobiles H. Albert Margolis 1968-005: The development of explanatory economic hypotheses for monetary management Leonall C. Andersen and Albert E. Burger 1968-004: The influence of fiscal and monetary actions on aggregate demand: a quantitative appraisal Keith Carlson and Denis S. Karnosky 1968-003: Monetary policy and the business cycle in postwar Japan Michael W. Keran 1967-002: Agribusiness Clifton B. Luttrell 1967-001: Three approaches to money stock analysis Leonall C. Andersen 95578: Welfare-enhancing inflation and liquidity premia David Andolfatto and Fernando M. Martin 95250: On Trade Policy Preference and Offshoring Ties Subhayu Bandyopadhyay, Arnab Basu, Nancy Chau and Devashish Mitra 95204: Asset supply and liquidity transformation in HANK Yu-Ting Chiang and Piotr Żoch 95203: The Evolution of Regional Beveridge Curves Michael Owyang, Hannah Shell and Daniel Soques 94907: The Impact of Racial Segregation on College Attainment in Spatial Equilibrium Victoria Gregory, Julian Kozlowski and Hannah Rubinton 94856: Technology and the Task Content of Jobs across the Development Spectrum Julieta Caunedo, Elisa Keller and Yongseok Shin 94854: TFP, Capital Deepening, and Gains from trade B Ravikumar, Ana Maria Santacreu and Michael Sposi 94821: A Quantitative Theory of Relationship Lending Kyle Dempsey and Miguel Faria-e-Castro 94820: Financial market reactions to the Russian invasion of Ukraine Christopher Neely 94817: An Elementary Model of VC Financing and Growth Jeremy Greenwood, Pengfei Han, Hiroshi Inokuma and Juan Sanchez 94816: The Economic Impact of COVID-19 around the World Fernando Martin, Juan Sanchez and Olivia Wilkinson 94811: EBITDA Add-backs in Debt Contracting: A Step Too Far? Miguel Faria-e-Castro, Radhakrishnan Gopalan, Avantika Pal, Juan Sanchez and Vijay Yerramilli 94810: COVID-19: fiscal implications and financial stability in developing countries Praew Grittayaphong and Paulina Restrepo-Echavarria 94809: Labor Force Exiters around Recessions: Who Are They? Victoria Gregory 94805: Causes and Consequences of Student-College Mismatch Lutz Hendricks, Tatyana Koreshkova and Oksana Leukhina 94804: Gender Gap Oksana Leukhina and Guillaume Vandenbroucke 94799: Dissecting Idiosyncratic Earnings Risk Elin Halvorsen, Hans Holter, Serdar Ozkan and Kjetil Storesletten 94769: Voluntary participation in a terror group and counterterrorism policy Subhayu Bandyopadhyay and Todd Sandler 94765: Liquidity and Investment in General Equilibrium Nicolas Caramp, Julian Kozlowski and Keisuke Teeple 94749: The Dual Beveridge Curve Anton Cheremukhin and Paulina Restrepo-Echavarria 94716: Interbank Networks and the Interregional Transmission of Financial Crises: Evidence from the Panic of 1907 Matthew Jaremski and David Wheelock 94714: Demand-Supply imbalance during the COVID-19 pandemic: The role of fiscal policy François de Soyres, Ana Maria Santacreu and Henry L. Young 94688: Policy Rules and Large Crises in Emerging Markets Emilio Espino, Julian Kozlowski, Fernando Martin and Juan SanchezPapers sorted by number 2019-036 2018-019 2017-008 2015-028 2014-028 2013-016 2012-029 2011-021 2010-019 2009-028 2008-024 2007-028 2006-040 2005-065 2005-015 2003-044 2002-026 2001-001 1999-006 1997-002 1994-017 1988-002 1984-016 1981-009 94687 88709 Papers sorted by number 2019-036 2018-019 2017-008 2015-028 2014-028 2013-016 2012-029 2011-021 2010-019 2009-028 2008-024 2007-028 2006-040 2005-065 2005-015 2003-044 2002-026 2001-001 1999-006 1997-002 1994-017 1988-002 1984-016 1981-009 94687 88709 This site is part of RePEc and all the data displayed here is part of the RePEc data set. Is your work missing from RePEc? Here is how to contribute. Questions or problems? Check the EconPapers FAQ or send mail to Obfuscate( 'oru.se', 'econpapers' ). EconPapers is hosted by the Örebro University School of Business. 2b1af7f3a8