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Analysis of business demography using markov chains : an application to Belgian data

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Author Info
François Coppens (National Bank of Belgium, Microeconomic Information Department)
Fabienne Verduyn () (National Bank of Belgium, Microeconomic Information Department)

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Abstract

This paper applies the theory of finite Markov chains to analyse the demographic evolution of Belgian enterprises. While other methodologies concentrate on the entry and exit of firms, the Markov approach also analyses migrations between economic sectors. Besides helping to provide a fuller picture of the evolution of the population, Markov chains also enable forecasts of its future composition to be made, as well as the computation of average lifetimes of companies by branch of activity. The method is applied to Belgian data from the Crossroads Bank for Enterprises (CBE). To ensure compliance with Eurostat-OECD definitions, only 'active' enterprises, i.e. enterprises with a positive turnover and/or at least one employee, are considered. The forecasting method is applied to simulate the demographic evolution of the CBE population between 2000 and 2006. This simulation seems to match well the observed changes. Taking migrations into account yields better forecasts than if they are not considered. Moreover, several off-diagonal percentages in the transition matrix are sigificantly different from zero. A case study shows that these migrations are changes in main activity and not the consequence of corrections of wrongly classified firms. Next, the average remaining lifetime and the average age of enterprises in a particular branch of activity is computed and analysed. These lifetimes and ages differ considerably across branches. As expected the life-times of public services are longer than average. Shorter lifetimes combined with an increasing number of enterprises is an indication of renewal inside the branch. A low average age is a sign of relatively new branches. Comparing age to total expected lifetime yields an indicator of closeness to extinction. This might be an indicator of the maturity of the branch. The method is more generally applicable in the sense that it can be used to analyse other populations than those from the CBE and other partitions of the population

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Publisher Info
Paper provided by National Bank of Belgium in its series Research series with number 200907-03.

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Length: 47 pages
Date of creation: Jul 2009
Date of revision:
Handle: RePEc:nbb:reswpp:200907-03

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Related research
Keywords: Business demography; Markov chains; Transition matrix;

Find related papers by JEL classification:
C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data
M13 - Business Administration and Business Economics; Marketing; Accounting - - Business Administration - - - New Firms; Startups

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References listed on IDEAS
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  1. John Haltiwanger, 2000. "Aggregate Growth: What Have We Learned from Microeconomic Evidence?," OECD Economics Department Working Papers 267, OECD, Economics Department. [Downloadable!]
  2. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476. [Downloadable!] (restricted)
  3. Pellenbarg, P.H. & Wissen, L.J.G. van & Dijk, J. van, 2002. "Firm relocation: state of the art and research prospects," Research Report 02D31, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
  4. Eric J. Bartelsman & Mark Doms, 2000. "Understanding Productivity: Lessons from Longitudinal Microdata," Journal of Economic Literature, American Economic Association, vol. 38(3), pages 569-594, September. [Downloadable!] (restricted)
    Other versions:
  5. Carol Newman & John Rand & Finn Tarp, 2007. "Sector Switching: An Unexplored Dimension of Firm Dynamics in Developing Countries," The Institute for International Integration Studies Discussion Paper Series iiisdp230, IIIS. [Downloadable!]
    Other versions:
  6. Nadim Ahmad, 2006. "A Proposed Framework For business Demography Statistics," OECD Statistics Working Papers 2006/3, OECD, Statistics Directorate. [Downloadable!]
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This page was last updated on 2009-11-25.


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