Idiosyncratic Shocks and Aggregate Fluctuations in an Emerging Market /

This paper provides the first assessment of the contribution of idiosyncratic shocks to aggregate fluctuations in an emerging market using confidential data on the universe of Chilean firms. We find that idiosyncratic shocks account for more than 40 percent of the volatility of aggregate sales. Alth...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Grigoli, Francesco
Weitere Verfasser: Luttini, Emiliano, Sandri, Damiano
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2021.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2021/289
Schlagworte:
Online Zugang:Full text available on IMF