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Procyclical productivity : evidence from an emerging economy

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Lucas Navarro
Raimundo Soto

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Abstract

Average productivity tends to rise during booms and fall during recessions. This fact is at odds with classical macroeconomic theories which suggest that labor productivity should be countercyclical due to the law of diminishing returns to factors. Theoretical explanations for this puzzle include exogenous changes in production technology, increasing returns to scale, measurement errors due to unobserved input variations, external economies and composition effects at the aggregate level. Surprisingly, aggregate data for the Chilean industry show that productivity is countercyclical. This paper has two objectives. First, we study the cyclical behavior of productivity in 84 sectors of the Chilean industry in the 1979-1997 period. We find that, contrary to the results obtained using aggregate indexes, disaggregated data confirm that on average productivity is unambiguously procyclical. The main reason for this difference is that aggregate data provides a distorted assessment of the cyclical component of productivity due to the marked heterogeneity of behavior between sectors. Second, we examine the determinants of productivity in the Chilean industry using an econometric model that allow us to quantify the relative contribution of the four different explanations of procyclical productivity. The results indicate that technology shocks account for 50% of productivity cycles in the 1979-1997 period, thus supporting the supply shocks hypothesis as the main source of business cycles in Chile. The other 50% of the productivity shocks is explained by important reallocation effects among sectors of different productivity and, more recently, by the presence of increasing returns. Variations in the utilization of capital and labor effort were insignificant.

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Paper provided by Central Bank of Chile in its series Working Papers Central Bank of Chile with number 109.

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Date of creation: Oct 2001
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Handle: RePEc:chb:bcchwp:109

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  1. Fay, Jon A & Medoff, James L, 1985. "Labor and Output over the Business Cycle: Some Direct Evidence," American Economic Review, American Economic Association, vol. 75(4), pages 638-55, September. [Downloadable!] (restricted)
  2. Martin Neil Baily & Eric J. Bartelsman & John Haltiwanger, 1996. "Labor Productivity: Structural Change and Cyclical Dynamics," NBER Working Papers 5503, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. John G. Fernald & Susanto Basu, 1999. "Why is productivity procyclical? Why do we care?," International Finance Discussion Papers 638, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  4. Timothy J. Kehoe & Edward C. Prescott, 2002. "Great Depressions of the Twentieth Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(1), pages 1-18, January. [Downloadable!] (restricted)
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  5. Aizcorbe, Ana M, 1992. "Procyclical Labour Productivity, Increasing Returns to Labour and Labour Hoarding in Car Assembly Plant Employment," Economic Journal, Royal Economic Society, vol. 102(413), pages 860-73, July. [Downloadable!] (restricted)
  6. Bernanke, Ben S & Parkinson, Martin L, 1991. "Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries," Journal of Political Economy, University of Chicago Press, vol. 99(3), pages 439-59, June. [Downloadable!] (restricted)
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  7. Marianne Baxter & Robert G. King, 1991. "Productive externalities and business cycles," Discussion Paper / Institute for Empirical Macroeconomics 53, Federal Reserve Bank of Minneapolis. [Downloadable!]
  8. Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept. [Downloadable!] (restricted)
  9. Raphael Bergoeing & Raimundo Soto, 2002. "Testing Real Business Cycles Models in an Emerging Economy," Working Papers Central Bank of Chile 159, Central Bank of Chile. [Downloadable!]
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  10. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 1993. "Labor Hoarding and the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 101(2), pages 245-73, April. [Downloadable!] (restricted)
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  11. King, Robert G. & Rebelo, Sergio T., 1993. "Low frequency filtering and real business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 207-231. [Downloadable!] (restricted)
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  12. Barro, Robert J & King, Robert G, 1984. "Time-separable Preferences and Intertemporal-Substitution Models of Business Cycles," The Quarterly Journal of Economics, MIT Press, vol. 99(4), pages 817-39, November. [Downloadable!] (restricted)
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  13. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-70, November. [Downloadable!] (restricted)
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  14. Caballero, Ricardo J. & Lyons, Richard K., 1992. "External effects in U.S. procyclical productivity," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 209-225, April. [Downloadable!] (restricted)
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  15. Basu, Susanto, 1996. "Procyclical Productivity: Increasing Returns or Cyclical Utilization?," The Quarterly Journal of Economics, MIT Press, vol. 111(3), pages 719-51, August. [Downloadable!] (restricted)
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Cited by:
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  1. Raphael Bergoeing & Facundo Piguillem, 2004. "Innovations in productivity and plant dynamics," Documentos de Trabajo 184, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
  2. Raphael Bergoeing & Facundo Piguillem, 2003. "Innovaciones en productividad y dinámica de plantas," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 18(2), pages 3-32, December. [Downloadable!]
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