Price dynamics and market segmentation
Çağlayan, Mustafa and Filiztekin, Alpay (2015) Price dynamics and market segmentation. Economics Letters, 134 . pp. 94-97. ISSN 0165-1765
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Official URL: http://dx.doi.org/10.1016/j.econlet.2015.06.022
Scrutinizing hundreds of TAR models, we examine the persistence of price dynamics across market segments. Using a unique dataset of monthly actual product prices of 47 items collected from three different market segments in Istanbul over 1993:01–2008:12, we provide evidence that the extent of price persistence differs across market segments while the half-life estimates do not.
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