Total Factor Productivity and Labor Reallocation: The Case of the Korean 1997 Crisis
Abstract
In recent research on financial crises, large exogenous shocks to total factor productivity (TFP) are used as the driving force accounting for large output falls. TFP fell 3% after the Korean 1997 financial crisis. We find evidence that the large fall in TFP is mostly due to a sectoral reallocation of labor from the more productive manufacturing and construction sectors to the less productive wholesale trade sector, the public sector and agriculture. We construct a two-sector model that accounts for the labor reallocation. The model has a consumption sector and an investment sector. Firms face sector-specific working capital constraints, which we calibrate with data from financial statements. The rise in interest rates makes inputs more costly. The model accounts for 42% of the TFP fall. The model also accounts for 53% of the fall in GDP. It is broadly consistent with the post-crisis behavior of the Korean economy.Download Info
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Bibliographic Info
Article provided by De Gruyter in its journal The B.E. Journal of Macroeconomics.
Volume (Year): 9 (2009)
Issue (Month): 1 ()
Pages: 31
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Web page: http://www.degruyter.com
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Web: http://www.degruyter.com/view/j/bejm
Related research
Keywords: small open economy; total factor productivity; Korean 1997 crisis; sudden stop;Find related papers by JEL classification:
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Nan Li & Ceyhun Bora Durdu & Emine Boz, 2010.
"Labor Market Search in Emerging Economies,"
2010 Meeting Papers
255, Society for Economic Dynamics.
- Emine Boz & Ceyhun Bora Durdu & Nan Li, 2009. "Labor market search in emerging economies," International Finance Discussion Papers 989, Board of Governors of the Federal Reserve System (U.S.).
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"The Costs of Financial Crises: Resource Misallocation, Productivity and Welfare in the 2001 Argentine Crisis,"
2011 Meeting Papers
900, Society for Economic Dynamics.
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- Guido Sandleris & Mark L. J. Wright, 2011. "The Costs of Financial Crises: Resource Misallocation, Productivity and Welfare in the 2001 Argentine Crisis," Business School Working Papers 2011-04, Universidad Torcuato Di Tella.
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"Financial Crises and Labor Market Turbulence,"
2009 Meeting Papers
744, Society for Economic Dynamics.
- Pratap, Sangeeta & Quintin, Erwan, 2011. "Financial crises and labor market turbulence," Journal of Monetary Economics, Elsevier, vol. 58(6), pages 601-615.
- Sangeeta Pratap & Erwan Quintin, 2010. "Financial Crises and Labor Market Turbulence," Hunter College Department of Economics Working Papers 428, Hunter College: Department of Economics.
- Sangeeta Pratap & Carlos Urrutia, 2010.
"Financial Frictions and Total Factor Productivity: Accounting for the Real Effects of Financial Crises,"
Hunter College Department of Economics Working Papers
429, Hunter College: Department of Economics.
- Sangeeta Pratap & Carlos Urrutia, 2012. "Financial Frictions and Total Factor Productivity: Accounting for the Real Effects of Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 336-358, July.
- Sangeeta Pratap & Carlos Urrutia, 2011. "Financial Frictions and Total Factor Productivity: Accounting for the Real Effects of Financial Crises," Working Papers 1104, Centro de Investigacion Economica, ITAM.
- Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
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"Business Cycle Accounting East and West: Asian Finance and the Investment Wedge,"
Review of Economic Dynamics,
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"A General Equilibrium Model of Sovereign Default and Business Cycles,"
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- Enrique G. Mendoza & Vivian Z. Yue, 2012. "A General Equilibrium Model of Sovereign Default and Business Cycles," The Quarterly Journal of Economics, Oxford University Press, vol. 127(2), pages 889-946.
- Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
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