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True Versus Spurious State Dependence in Firm Performance: The Case of German Exports

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Author Info
Ulrich Kaiser (University of Southern Denmark)
Hans Christian Kongsted (Department of Economics, University of Copenhagen)

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Abstract

This paper analyzes the persistence of firms' exporting behavior in a panel of German manufacturing firms using dynamic binary choice models. We distinguish between true and spurious state dependence in exports and apply fixed effects methods that allow us to verify the robustness of our results to critical assumptions on firms' initial export status. We find robust evidence of state dependence in the current export status of firms. We also document an important role of unobserved permanent firm heterogeneity ("spurious state dependence") and quantify the relative importance of different export determinants. Our results, which are consistent with the findings of previous studies on firms in developing countries and in the United States, show the presence of important sunk costs in export market entry and a depreciation of knowledge and experience in export markets.

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File URL: http://www.econ.ku.dk/CIE/Discussion%20Papers/2007/2007-02.pdf
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Publisher Info
Paper provided by University of Copenhagen. Department of Economics. Centre for Industrial Economics in its series CIE Discussion Papers with number 2007-02.

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Length: 23 pages
Date of creation: Apr 2007
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Handle: RePEc:kud:kuieci:2007-02

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Related research
Keywords: state dependence; export activity; dynamic binary choice models; fixed effects;

Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ulrich Kaiser, 2001. "The Impact of Foreign Competition and New Technologies on the Demand for Heterogeneous Labor," Review of Industrial Organization, Springer, vol. 19(1), pages 109-120, August. [Downloadable!] (restricted)
  2. Jens Matthias Arnold & Katrin Hussinger, 2005. "Export Behavior and Firm Productivity in German Manufacturing: A Firm-Level Analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(2), pages 219-243, July. [Downloadable!] (restricted)
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  3. Richard Baldwin, 1988. "Hysteresis In Import Prices: The Beachhead Effect," NBER Working Papers 2545, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Ebling, Günther & Janz, Norbert, 1999. "Export and innovation activities in the German service sector : empirical evidence at the firm level," ZEW Discussion Papers 99-53, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  5. Falk, Martin & Seim, Katja, 1999. "The impact of information technology on high-skilled labour in services : evidence from firm level panel data," ZEW Discussion Papers 99-58, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
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