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Life Cycle Pricing and the Measurement of Inflation

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Author Info
Melser, Daniel
Syed, Iqbal

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Abstract

This paper explores the extent to which goods follow systematic pricing patterns over their life cycle. The theoretical literature, and anecdotal evidence, often suggests that new products are often introduced at high prices which decline as the good ages while, older goods exit the market at a discount. We outline and apply a smoothing-spline approach to the estimation of life cycle price effects using data on two different types of goods (desktop and laptop computers, and personal digital assistants). We interpret these results within a simple conceptual framework and find evidence for the existence of significant life cycle pricing effects. This implies that hedonic pricing functions that exclude age are misspecified. Furthermore, in order to eliminate biases in price indexes, samples must be constructed carefully. Using a simulation we show that the bias introduced by the traditional match-model method may be non-trivial.

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 16722.

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Date of creation: 26 Aug 2007
Date of revision: 07 Jul 2008
Handle: RePEc:pra:mprapa:16722

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Related research
Keywords: Product life cycle; Hedonic regression; Price index; Spline smoothing; Scanner data;

Find related papers by JEL classification:
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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  1. Kees Jan Van Garderen & Chandra Shah, 2002. "Exact interpretation of dummy variables in semilogarithmic equations," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 149-159, June. [Downloadable!] (restricted)
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  7. Varian, Hal R., 1989. "Price discrimination," Handbook of Industrial Organization, in: R. Schmalensee & R. Willig (ed.), Handbook of Industrial Organization, edition 1, volume 1, chapter 10, pages 597-654 Elsevier. [Downloadable!] (restricted)
  8. Helen X.H. Bao & Alan T.K. Wan, 2004. "On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 487-507, 09. [Downloadable!] (restricted)
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  10. Michael Landsberger & Isaac Meilijson, 1985. "Intertemporal Price Discrimination and Sales Strategy under Incomplete Information," RAND Journal of Economics, The RAND Corporation, vol. 16(3), pages 424-430, Autumn. [Downloadable!] (restricted)
  11. Winston Koh, 2006. "The micro-foundations of intertemporal price discrimination," Economic Theory, Springer, vol. 27(2), pages 393-410, January. [Downloadable!] (restricted)
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  12. W. Erwin Diewert, 2003. "Hedonic Regressions. A Consumer Theory Approach," NBER Chapters, in: Scanner Data and Price Indexes, pages 317-348 National Bureau of Economic Research, Inc. [Downloadable!]
  13. Jack Triplett, 2004. "Handbook on Hedonic Indexes and Quality Adjustments in Price Indexes: Special Application to Information Technology Products," OECD Science, Technology and Industry Working Papers 2004/9, OECD, Directorate for Science, Technology and Industry. [Downloadable!]
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