The upward trend in the volatility of firm productivity shocks

Yunting Liu

Economics Letters, 2018, vol. 163, issue C, 68-71

Abstract: I document robust empirical evidence on the upward trend in the volatility of firm-specific productivity shocks. The trend is robust after controlling for the compositional change of the data sample and is stronger for firms that are newer, smaller and are in the technology sector.

Keywords: Firm productivity shocks; Volatility; Upward trend (search for similar items in EconPapers)
JEL-codes: E2 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:163:y:2018:i:c:p:68-71

DOI: 10.1016/j.econlet.2017.11.027

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