This paper introduces Scraped Data as a new source of micro-price information for the study of sticky prices. Scraped data are collected from online retailers and have a unique advantage in sampling frequency, product details, and country availability. Using daily prices of 80 thousand products...

Prices collected from online retailers can be used to construct high-frequency price indexes that complement official statistics. This paper studies their ability to match official inflation estimates in five Latin American countries, with a focus on Argentina, where official statistics have...

I study how online competition, with its algorithmic pricing technologies and the transparency of the Internet, can change the pricing behavior of large retailers and affect aggregate inflation dynamics. In particular, I show that online competition has raised both the frequency of price changes...