Sales and price spikes in retail scanner data
AbstractPrice filters used by macroeconomists place strong restrictions on "regular price" series. I propose a new price filter and show that, while many pricing facts are robust to filter specification, implications for price duration depend on the choice of filter.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 110 (2011)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/ecolet
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