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Empirical Studies of Market Power and Markups

Paper Session

Sunday, Jan. 8, 2023 1:00 PM - 3:00 PM (CST)

Hilton Riverside, Durham
Hosted By: Econometric Society
  • Chair: Alexander MacKay, Harvard University

Rising Markups and the Role of Consumer Preferences

Hendrik Döpper
,
Heinrich Heine University Düsseldorf
Alexander MacKay
,
Harvard University
Nathan Miller
,
Georgetown University
Joel Stiebale
,
Duesseldorf Institute for Competition Economics

Abstract

We characterize the evolution of markups for consumer products in the United States from 2006 to 2019. We use detailed data on prices and quantities for products in more than 100 distinct product categories to estimate demand systems with flexible consumer preferences. We recover markups under an assumption that firms set prices to maximize profit. Within each product category, we recover separate yearly estimates for consumer preferences and marginal costs. We find that markups increase by about 30 percent on average over the sample period. The change is attributable to decreases in marginal costs that are not passed through to consumers in the form of lower prices. Our estimates indicate that consumers have become less price sensitive over time.

Scalable Demand and Markups

Enghin Atalay
,
Federal Reserve Bank of Philadelphia
Erika Frost
,
University of Wisconsin-Madison
Alan Sorensen
,
University of Wisconsin-Madison
Christopher John Sullivan
,
University of Wisconsin-Madison
Wanjia Zhu
,
University of Wisconsin-Madison

Abstract

We study changes in markups across 72 product markets from 2006-2018. A growing literature has documented a rise in markups over time using a production function approach; we instead employ the standard microeconomic method, which is to estimate demand and then invert the firms’ first-order pricing conditions to infer their markups. To make the method scalable, we propose estimating nested logit demand models and using household panel data to automate the assignment of products to nests. Our results indicate an overall upward trend in markups between 2006 and 2018, with considerable heterogeneity across and within product markets. We find that changes in households’ price sensitivity are the primary driver of markup increases, with changes in firm ownership and product assortment playing a much smaller role.

Have Mergers Raised Prices? Evidence from US Retail

Vivek Bhattacharya
,
Northwestern University
Gaston Illanes
,
Northwestern University
David Stillerman
,
American University

Abstract

Households often fail to refinance mortgages, foregoing substantial - We document the price and quantity effects of all US retail mergers from 2006–2017 associated with deals larger than $340 million. Prices increase by 0.49% on average for merging parties, with an interquartile range of almost 5%. Non-merging parties exhibit slightly smaller price changes on average. Price changes are correlated with changes in concentration but not final concentration, and they tend to be concentrated in the year following the merger. Mergers that were unsuccessfully challenged exhibit larger price increases. Through the lens of a simple model, we estimate that agency preferences are such that they aim to block mergers where prices are expected to increase by more than 3.7–5.6% overall, or about 8.1–8.8% for merging parties.

The Welfare Impact of Market Power. The OPEC Cartel

John Asker
,
University of California-Los Angeles
Allan Collard-Wexler
,
Duke University
Jan de Loecker
,
KU Leuven

Abstract

We provide an empirical framework to measure the welfare impact of market power that materializes through coordination of production (i.e. cartel) in the global crude oil market. We leverage unique micro data on cost and production to quantity the dead weight loss and productivity inefficiency due to the OPEC cartel. We introduce a framework that recognizes the likely inter-temporal tradeoff that producers face when setting production levels. We rely on an estimated demand system for oil and we consider a range of counterfactual oil supply functions to quantity the welfare loss due to market power. The counterfactual supply curves imply counterfactual price paths that suggest a sizeable impact of market power on the global oil market. This together with the information on field-level costs allows for a model-consistent notion of lost gains from trade due to market power. We find that the welfare impact is large, implying a world-wide revenue tax (on every aspect of economic activity) of about 0.15%, or put differently about 5 trillion USD (in 2014).
JEL Classifications
  • D4 - Market Structure, Pricing, and Design
  • L2 - Firm Objectives, Organization, and Behavior