Actively Learning by Pricing: A Model of an Experimenting Seller.

This article presents a model of a rational seller who is actively learning the slope of his demand curve via his pricing strategy. Consequently, this seller optimally experiments with his price. Resulting price patterns show a tendency for discreteness (as observed in the data), which has proved to...

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Published in:Economic Journal Vol. 127; no. 604; pp. 2216 - 2240
Main Author: Willems, Tim
Format: Article
Published: Oxford University Press / USA Sep2017
Subjects:
Online Access:View this record in EBSCOhost
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        atl: Actively Learning by Pricing: A Model of an Experimenting Seller.
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        au: Willems, Tim
        affil: International Monetary Fund
      su:
        eBay Inc.
        Retail industry
        Economics
        Pricing
        Business models
        Demand function
      sug:
        subj:
          Retail industry
          Economics
          eBay Inc.
          All other miscellaneous general merchandise stores
          All Other Miscellaneous Store Retailers (except Tobacco Stores)
          All other miscellaneous store retailers (except beer and wine-making supplies stores)
          Pricing
          Business models
          Demand function
      ab: This article presents a model of a rational seller who is actively learning the slope of his demand curve via his pricing strategy. Consequently, this seller optimally experiments with his price. Resulting price patterns show a tendency for discreteness (as observed in the data), which has proved to be a major challenge to most price setting models. The experimentation motive can also replicate the observation that prices are more volatile than costs, as well as the presence of many idiosyncratic price changes in the data. It can do so without a need to assume the existence of large idiosyncratic shocks.
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    language: English
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