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Coibion, Gorodnichenko, and Hong (2015) argue that the CPI underestimates the deceleration in consumer prices during economic downturns because the index fails to account for the reallocation of consumer spending from high-price to low-price stores. We show that their conclusion hinges on some nonstandard methodological choices, including an aggressive censoring of price adjustments and a treatment for missing observations that can leave out some of the price variation. Under our preferred methodology, the regression results no longer indicate that greater store switching during downturns is a statistically or economically significant phenomenon. (JEL D12, E31, E32, L25, L81, M31)