A wide variety of retailers (supermarkets, home electronics, Internet shops, etc.) provide scanner data containing information at the level of the barcode, e.g. the Global Trade Item Number (GTIN). As scanner data provide complete transaction information, we may use the expenditure shares of...

This paper analyzes weekly scanner data collected for 108 groups at the county level between 2006 and 2014. The data display multi-dimensional weekly seasonal effects that are not exactly periodic but are cross-sectionally dependent. Existing univariate procedures are imperfect and yield...

This paper investigates the use of high-frequency scanner data to construct price indexes. In the presence of inventory behavior, purchases and consumption by individuals differ over time. Cost-of-living indexes can still be constructed using data on purchases. For weekly data on canned tuna,...