Swiss CPI microdata for research: data structure, panel construction, and applications

This paper describes the microdata underlying the Swiss Consumer Price Index (CPI) and provides a fully reproducible pipeline for their use in empirical research. It documents the features most relevant for research—product hierarchy, collection methods, expenditure weights, temporary sales, product substitutions, and missing observations—and details a complete procedure for transforming the raw files into a research-ready price panel, making all design choices explicit. Two case studies illustrate how different research objectives map into different sample constructions: one reconstructing official CPI inflation, one tailored to the analysis of price-setting behavior. An open-source R repository implements every pipeline step, with key treatment choices available as configurable switches, allowing researchers with authorized data access to reproduce all results and adapt the pipeline to their own questions.