Aggregate Uncertainty and Sectoral Productivity Growth : The Role of Credit Constraints /

We show that an increase in aggregate uncertainty-measured by stock market volatility-reduces productivity growth more in industries that depend heavily on external finance. This effect is larger during recessions, when financing constraints are more likely to be binding, than during expansions. Our...

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Hlavní autor: Choi, Sangyup
Další autoři: Furceri, Davide, Huang, Yi, Loungani, Prakash
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2016.
Edice:IMF Working Papers; Working Paper ; No. 2016/174
On-line přístup:Full text available on IMF