Search results for "firm dynamics"

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An Augmented Static Olley-Pakes Productivity Decomposition with Entry and Exit Measurement and Interpretation

2015

We develop an augmented Olley–Pakes (OP) decomposition that allows us to examine how entering and exiting firms contribute to the popular OP covariance measure of allocative efficiency. Applying the decomposition to a comprehensive micro-level data, we find that a large part of the OP covariance component can be attributed to entrants and exiting firms. We also build a model of firm dynamics that is consistent with our main empirical results. In the model economy, the standard OP covariance component tends to increase with certain type of distortions because of endogenous changes in firm entry and exit.

Economics and EconometricsOlley-Pakes decompositionfirm entryta511Olley–Pakes covarianceCovariancefirm dynamicsMeasure (mathematics)Interpretation (model theory)Component (UML)EconomicsEconometricsDecomposition (computer science)Allocative efficiencyfirm exitProductivityECONOMICA
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Inflation dynamics in a model with firm entry and (some) heterogeneity

2014

We analyse the incidence of endogenous entry and firm TFP-heterogeneity on the response of aggregate inflation to exogenous shocks. We build up an otherwise standard DSGE model in which the number of firms is endogenously determined and firms differ in their steady state level of productivity. This splits the industry structure into firms of different sizes. Calibrating the different transition rates, across firm sizes and out of the market we reproduce the main features of the distribution of firms in Spain. We then compare the inflation response to technology, interest rate and entry cost shocks, among others. We find that structures in which large (more productive) firms predominate tend…

InflationMacroeconomicsbusiness.industrymedia_common.quotation_subjectfirm dynamics industrial structure inflation business cycles.Distribution (economics)jel:E32Monetary economicsjel:E31Interest ratejel:L11Entry costjel:L16EconomicsBusiness cycleDynamic stochastic general equilibriumSteady state levelbusinessProductivitymedia_common
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