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Oligopolistic Reaction to Foreign Investment in Discrete Choice Panel Data Models

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Carlo Altomonte
Enrico Pennings

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Abstract

We offer a simple explanation for oligopolistic reaction based on Bayesian learning by rival firms operating in an uncertain environment. We test the implications of the model through a discrete choice panel data sample of MNEs that have invested in Central and Eastern Europe over the period 1990-1997. Interacting the measure of rivals' investment in country-industry pairs with uncertainty we find strong evidence for oligopolistic reaction, especially through the channel of Bayesian learning postulated by the model. The findings are robust with respect to different model specifications.

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Paper provided by IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University in its series Working Papers with number 243.

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Date of creation: 2003
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Handle: RePEc:igi:igierp:243

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  2. Keith Head & Thierry Mayer & John Ries, 2002. "Revisiting Oligopolistic Reaction: Are Decisions on Foreign Direct Investment Strategic Complements?," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 11(3), pages 453-472, 09. [Downloadable!] (restricted)
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  4. Cukierman, Alex, 1980. "The Effects of Uncertainty on Investment under Risk Neutrality with Endogenous Information," Journal of Political Economy, University of Chicago Press, vol. 88(3), pages 462-75, June. [Downloadable!] (restricted)
  5. Bo E. Honoré & Ekaterini Kyriazidou, 2000. "Panel Data Discrete Choice Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 68(4), pages 839-874, July.
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  7. Leahy, Dermot & Pavelin, Stephen, 2003. "Follow-my-leader FDI and tacit collusion," International Journal of Industrial Organization, Elsevier, vol. 21(3), pages 439-453, March. [Downloadable!] (restricted)
  8. Nikolaos Vettas, 1998. "Demand and Supply in New Markets: Diffusion with Bilateral Learning," RAND Journal of Economics, The RAND Corporation, vol. 29(1), pages 215-233, Spring. [Downloadable!] (restricted)
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  10. Grossman, Sanford J & Kihlstrom, Richard E & Mirman, Leonard J, 1977. "A Bayesian Approach to the Production of Information and Learning by Doing," Review of Economic Studies, Blackwell Publishing, vol. 44(3), pages 533-47, October. [Downloadable!] (restricted)
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