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Consumer Search, Productivity Heterogeneity, Prices, Markups, and Pass-through: Theory and Estimation

Staff working paper 2024-50 Alex Chernoff, Allen Head, Beverly Lapham
We develop and estimate a search model in which identical consumers trade with price-setting firms that differ in productivity. We use the estimated model to characterize the qualitative and quantitative differences in prices and markups across firms. We explore how individual firms respond to changes in cost and demand and how they pass these through to their prices and markup.