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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- Etienne Gagnon & David López-Salido & Nicholas Vincent, 2012. "Individual price adjustment along the extensive margin," International Finance Discussion Papers 1052, Board of Governors of the Federal Reserve System (U.S.).
- Etienne Gagnon & David López-Salido & Nicolas Vincent, 2012. "Individual Price Adjustment along the Extensive Margin," NBER Working Papers 18213, National Bureau of Economic Research, Inc.
- Luminita Stevens, 2011. "Pricing Regimes in Disaggregated Data," 2011 Meeting Papers 1389, Society for Economic Dynamics.
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