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Sales and price spikes in retail scanner data

Ryan Chahrour

Economics Letters, 2011, vol. 110, issue 2, 143-146

Abstract: Price 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.

Keywords: Scanner; data; Price; setting; Price; stickiness (search for similar items in EconPapers)
Date: 2011
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