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...

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מידע ביבליוגרפי
מחבר ראשי: Grigoli, Francesco
מחברים אחרים: Luttini, Emiliano, Sandri, Damiano
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2021.
סדרה:IMF Working Papers; Working Paper ; No. 2021/289
נושאים:
גישה מקוונת:Full text available on IMF
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100 1 |a Grigoli, Francesco. 
245 1 0 |a Idiosyncratic Shocks and Aggregate Fluctuations in an Emerging Market /  |c Francesco Grigoli, Emiliano Luttini, Damiano Sandri. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2021. 
300 |a 1 online resource (20 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. Although quite large, this contribution is smaller than documented in previous studies based on advanced economies, despite a higher degree of market concentration in Chile.We show that this finding is explained by larger firms being less volatile and by weaker propagation effects across Chilean firms. 
538 |a Mode of access: Internet 
650 7 |a Business Cycle, Emerging Markets and Firm-Level Shocks  |2 imf 
650 7 |a Business Fluctuations  |2 imf 
650 7 |a Cycles  |2 imf 
650 7 |a Open Economy Macroeconomics  |2 imf 
700 1 |a Luttini, Emiliano. 
700 1 |a Sandri, Damiano. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2021/289 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2021/289/001.2021.issue-289-en.xml  |z IMF e-Library