Estimating cross-industry cross-country models using benchmark industry characteristics
Abstract
International industry data permits testing whether the industry-specific impact of cross-country differences in institutions or policies is consistent with economic theory. Empirical implementation requires specifying the industry characteristics that determine impact strength. Most of the literature has been using US proxies of the relevant industry characteristics. We show that using industry characteristics in a benchmark country as a proxy of the relevant industry characteristics can result in an attenuation bias or an amplification bias. We also describe circumstances allowing for an alternative approach that yields consistent estimates. As an application, we reexamine the influential conjecture that financial development facilitates the reallocation of capital from declining to expanding industries.Download Info
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.Bibliographic Info
Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 1235.Length:
Date of creation: Sep 2010
Date of revision:
Handle: RePEc:upf:upfgen:1235
Contact details of provider:
Web page: http://www.econ.upf.edu/
Related research
Keywords:Other versions of this item:
- Ciccone, Antonio & Papaioannou, Elias, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," CEPR Discussion Papers 8056, C.E.P.R. Discussion Papers.
- Antonio Ciccone & Elias Papaioannou, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," Working Papers 504, Barcelona Graduate School of Economics.
- E23 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Production
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F30 - International Economics - - International Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- O40 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-02 (All new papers)
References
References listed on IDEASPlease 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.:
- Patrizio Pagano & Fabiano Schivardi, 2003.
"Firm Size Distribution and Growth,"
Scandinavian Journal of Economics,
Wiley Blackwell, vol. 105(2), pages 255-274, 06.
- Patrizio Pagano & Fabiano Schivardi, 2001. "Firm Size Distribution and Growth," Temi di discussione (Economic working papers) 394, Bank of Italy, Economic Research and International Relations Area.
- Ricardo J. Caballero & Kevin N. Cowan & Eduardo M.R.A. Engel & Alejandro Micco, 2004.
"Effective Labor Regulation and Microeconomic Flexibility,"
Cowles Foundation Discussion Papers
1480, Cowles Foundation for Research in Economics, Yale University, revised Jun 2010.
- Ricardo J Caballero & Kevin N Cowan & Eduardo M.R.A. Engel & Alejandro Micco, 2007. "Effective Labor Regulation and Microeconomic Flexibility," Levine's Bibliography 321307000000000990, UCLA Department of Economics.
- Ricardo Caballero & Kevin N. Cowan & Eduardo M. R. A. Engel & Alejandro Micco, 2004. "Effective labor regulation and microeconomic flexibility," Working Papers 04-6, Federal Reserve Bank of Boston.
- Ricardo J. Caballero & Eduardo M.R.A. Engel & Alejandro Micco, 2004. "Effective Labor Regulation and Microeconomic Flexibility," Working Papers 893, Economic Growth Center, Yale University.
- Ricardo J. Caballero & Kevin N. Cowan & Eduardo M.R.A. Engel & Alejandro Micco, 2004. "Effective Labor Regulation and Microeconomic Flexibility," NBER Working Papers 10744, National Bureau of Economic Research, Inc.
- Andrei A. Levchenko, 2007.
"Institutional Quality and International Trade,"
Review of Economic Studies,
Oxford University Press, vol. 74(3), pages 791-819.
- Andrei A. Levchenko, 2004. "Institutional Quality and International Trade," IMF Working Papers 04/231, International Monetary Fund.
- Federico Cingano & Marco Leonardi & Julián Messina & Giovanni Pica, 2010.
"The effects of employment protection legislation and financial market imperfections on investment: evidence from a firm-level panel of EU countries,"
Economic Policy,
CEPR & CES & MSH, vol. 25, pages 117-163, 01.
- Federico Cingano & Marco Leonardi & Julian Messina & Giovanni Pica, 2009. "The Effect of Employment Protection Legislation and Financial Market Imperfections on Investment: Evidence from a Firm-Level Panel of EU countries," CSEF Working Papers 227, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Federico Cingano & Marco Leonardi & Julián Messina & Giovanni Pica, 2009. "The effect of employment protection legislation and financial market imperfections on investment: Evidence from a firm-level panel of EU countries," Banco de España Working Papers 0914, Banco de España.
- Cingano, Federico & Leonardi, Marco & Messina, Julián & Pica, Giovanni, 2009. "The Effect of Employment Protection Legislation and Financial Market Imperfections on Investment: Evidence from a Firm-Level Panel of EU Countries," IZA Discussion Papers 4158, Institute for the Study of Labor (IZA).
- Scarpetta, Stefano & Fally, Thibault & Aghion, Philippe, 2007.
"Credit Constraints as a Barrier to the Entry and Post-Entry Growth of Firms,"
Scholarly Articles
4554208, Harvard University Department of Economics.
- Philippe Aghion & Thibault Fally & Stefano Scarpetta, 2007. "Credit constraints as a barrier to the entry and post-entry growth of firms," Economic Policy, CEPR & CES & MSH, vol. 22, pages 731-779, October.
- Aghion, Philippe & Fally, Thibault & Scarpetta, Stefano, 2007. "Credit Constraints as a Barrier to the Entry and Post-Entry Growth of Firms," IZA Discussion Papers 3237, Institute for the Study of Labor (IZA).
- Thorsten Beck & Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2008.
"Finance, Firm Size, and Growth,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 40(7), pages 1379-1405, October.
- Thorsten Beck & Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2004. "Finance, Firm Size, and Growth," NBER Working Papers 10983, National Bureau of Economic Research, Inc.
- Beck, Thorsten & Demirguc-Kunt, Asli & Laeven, Luc & Levine, Ross, 2005. "Finance, firm size, and growth," Policy Research Working Paper Series 3485, The World Bank.
- Beck, T.H.L. & Demirgüc-Kunt, A. & Laeven, L. & Levine, R., 2008. "Finance, firm size and growth," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3132808, Tilburg University.
- David E. Weinstein & Christian Broda, 2004.
"Globalization And The Gains From Variety,"
Econometric Society 2004 Latin American Meetings
327, Econometric Society.
- Christian Broda & David E. Weinstein, 2006. "Globalization and the Gains from Variety," The Quarterly Journal of Economics, MIT Press, vol. 121(2), pages 541-585, May.
- Christian Broda & David E. Weinstein, 2004. "Globalization and the Gains from Variety," NBER Working Papers 10314, National Bureau of Economic Research, Inc.
- David Weinstein & Christian Broda, 2004. "Globalization and the Gains from Variety," Econometric Society 2004 North American Summer Meetings 508, Econometric Society.
- David Weinstein & Christian Broda, 2004. "Globalization and the Gains from Variety," 2004 Meeting Papers 530, Society for Economic Dynamics.
- Christian Broda & David Weinstein, 2004. "Globalization and the gains from variety," Staff Reports 180, Federal Reserve Bank of New York.
- Wurgler, Jeffrey, 2000.
"Financial markets and the allocation of capital,"
Journal of Financial Economics,
Elsevier, vol. 58(1-2), pages 187-214.
- Jeffrey Wurgler, 1999. "Financial Markets And The Allocation Of Capital," Yale School of Management Working Papers ysm123, Yale School of Management, revised 01 Mar 2001.
- claudio Michelacci & Fabiano Schivardi, 2008.
"Does Idiosyncratic Business Risk Matter?,"
EIEF Working Papers Series
0813, Einaudi Institute for Economic and Finance (EIEF), revised Jul 2008.
- Claudio Michelacci & Fabiano Schivardi, 2010. "Does Idiosyncratic Business Risk Matter?," Working Papers CELEG 1002, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Michelacci, Claudio & Schivardi, Fabiano, 2008. "Does Idiosyncratic Business Risk Matter?," CEPR Discussion Papers 6910, C.E.P.R. Discussion Papers.
- Rafael La Porta & Florencio Lopez-De-Silanes & Andrei Shleifer, 2002.
"Government Ownership of Banks,"
Journal of Finance,
American Finance Association, vol. 57(1), pages 265-301, 02.
- Rafael La Porta & Florencio Lopez-deSilanes & Andrei Shleifer, 2000. "Government Ownership of Banks," Harvard Institute of Economic Research Working Papers 1890, Harvard - Institute of Economic Research.
- La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2001. "Government Ownership of Banks," Working Paper Series rwp01-016, Harvard University, John F. Kennedy School of Government.
- Rafael La Porta & Florencio Lopezde-Silanes & Andrei Shleifer, 2000. "Government Ownership of Banks," NBER Working Papers 7620, National Bureau of Economic Research, Inc.
- Nunn, Nathan, 2007.
"Relationship-Specificity, Incomplete Contracts, and the Pattern of Trade,"
Scholarly Articles
4686801, Harvard University Department of Economics.
- Nathan Nunn, 2007. "Relationship-Specificity, Incomplete Contracts, and the Pattern of Trade," The Quarterly Journal of Economics, MIT Press, vol. 122(2), pages 569-600, 05.
- Nathan Nunn, 2005. "Relationship Specificity, Incomplete Contracts and the Pattern of Trade," International Trade 0512018, EconWPA.
- Ciccone, Antonio & Papaioannou, Elias, 2006.
"Adjustment to Target Capital, Finance and Growth,"
CEPR Discussion Papers
5969, C.E.P.R. Discussion Papers.
- Antonio Ciccone & Elias Papaioannou, 2006. "Adjustment to target capital, finance and growth," Economics Working Papers 982, Department of Economics and Business, Universitat Pompeu Fabra.
- Rajan, Raghuram G. & Subramanian, Arvind, 2011.
"Aid, Dutch disease, and manufacturing growth,"
Journal of Development Economics,
Elsevier, vol. 94(1), pages 106-118, January.
- Raghuram G. Rajan & Arvind Subramanian, 2009. "Aid, Dutch Disease, and Manufacturing Growth," Working Papers 196, Center for Global Development.
- Djankov, Simeon & McLiesh, Caralee & Shleifer, Andrei, 2007.
"Private credit in 129 countries,"
Journal of Financial Economics,
Elsevier, vol. 84(2), pages 299-329, May.
- Simeon Djankov & Caralee McLiesh & Andrei Shleifer, 2005. "Private Credit in 129 Countries," NBER Working Papers 11078, National Bureau of Economic Research, Inc.
- Claessens, Stijn & Laeven, Luc, 2002.
"Financial Development, Property Rights and Growth,"
CEPR Discussion Papers
3295, C.E.P.R. Discussion Papers.
- Stijn Claessens & Luc Laeven, 2003. "Financial Development, Property Rights, and Growth," Journal of Finance, American Finance Association, vol. 58(6), pages 2401-2436, December.
- Claessens, Stijn & Laeven, Luc, 2002. "Financial development, property rights, and growth," Policy Research Working Paper Series 2924, The World Bank.
- Raymond Fisman & Inessa Love, 2002.
"Trade Credit, Financial Intermediary Development and Industry Growth,"
NBER Working Papers
8960, National Bureau of Economic Research, Inc.
- Raymond Fisman & Inessa Love, 2003. "Trade Credit, Financial Intermediary Development, and Industry Growth," Journal of Finance, American Finance Association, vol. 58(1), pages 353-374, 02.
- Fisman, Raymond & Love, Inessa, 2001. "Trade credit, financial intermediary development, and industry growth," Policy Research Working Paper Series 2695, The World Bank.
- Miklos Koren & Silvana Tenreyro, 2005.
"Volatility and Development,"
CEP Discussion Papers
dp0706, Centre for Economic Performance, LSE.
- Miklós Koren & Silvana Tenreyro, 2007. "Volatility and Development," The Quarterly Journal of Economics, MIT Press, vol. 122(1), pages 243-287, 02.
- Koren, Miklós & Tenreyro, Silvana, 2005. "Volatility and Development," CEPR Discussion Papers 5307, C.E.P.R. Discussion Papers.
- Nicola Cetorelli & Philip E. Strahan, 2006.
"Finance as a Barrier to Entry: Bank Competition and Industry Structure in Local U.S. Markets,"
Journal of Finance,
American Finance Association, vol. 61(1), pages 437-461, 02.
- Nicola Cetorelli & Philip Strahan, 2004. "Finance as a barrier to entry: bank competition and industry structure in local U.S. markets," Working Paper Series WP-04-04, Federal Reserve Bank of Chicago.
- Nicola Cetorelli & Philip E. Strahan, 2004. "Finance as a Barrier to Entry: Bank Competition and Industry Structure in Local U.S. Markets," NBER Working Papers 10832, National Bureau of Economic Research, Inc.
- Rafael LaPorta & Florencio Lopez de-Silanes & Andrei Shleifer & Robert W. Vishny, 1997.
"Legal Determinants of External Finance,"
Harvard Institute of Economic Research Working Papers
1788, Harvard - Institute of Economic Research.
- La Porta, Rafael & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1997. " Legal Determinants of External Finance," Journal of Finance, American Finance Association, vol. 52(3), pages 1131-50, July.
- RAFAEL LaPORTA & FLORENCIO LOPEZ-de-SILANES & ANDREI SHLEIFER & ROBERT W. VISHNY, . "Legal Determinants of External Finance,"," CRSP working papers 324, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Robert W. Vishny, 1997. "Legal Determinants of External Finance," NBER Working Papers 5879, National Bureau of Economic Research, Inc.
- Matías Braun & Borja Larrain, 2005.
"Finance and the Business Cycle: International, Inter-Industry Evidence,"
Journal of Finance,
American Finance Association, vol. 60(3), pages 1097-1128, 06.
- Matias Braun & Borja Larrain, 2004. "Finance and the Business Cycle: International, Inter-industry Evidence," Finance 0403001, EconWPA.
- La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei & Vishny, Robert W., 1998.
"Law and Finance,"
Scholarly Articles
3451310, Harvard University Department of Economics.
- Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1998. "Law and Finance," Journal of Political Economy, University of Chicago Press, vol. 106(6), pages 1113-1155, December.
- Rafael LaPorta & Florencio Lopez de-Silanes & Andrei Shleifer & Robert W. Vishny, 1996. "Law and Finance," Harvard Institute of Economic Research Working Papers 1768, Harvard - Institute of Economic Research.
- Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Robert W. Vishny, 1996. "Law and Finance," NBER Working Papers 5661, National Bureau of Economic Research, Inc.
- Rajan, Raghuram G & Zingales, Luigi, 1998.
"Financial Dependence and Growth,"
American Economic Review,
American Economic Association, vol. 88(3), pages 559-86, June.
- Raghuram G. Rajan & Luigi Zingales, . "Financial Dependence and Growth," CRSP working papers 344, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Raghuram G. Rajan & Luigi Zingales, 1996. "Financial Dependence and Growth," NBER Working Papers 5758, National Bureau of Economic Research, Inc.
- Andrei A. Levchenko, 2007. "Institutional Quality and International Trade," Review of Economic Studies, Wiley Blackwell, vol. 74(3), pages 791-819, 07.
- Flannery, Mark J. & Rangan, Kasturi P., 2006. "Partial adjustment toward target capital structures," Journal of Financial Economics, Elsevier, vol. 79(3), pages 469-506, March.
- Antonio Ciccone & Elias Papaioannou, 2005.
"Human Capital, the Structure of Production, and Growth,"
Working Papers
245, Barcelona Graduate School of Economics.
- Antonio Ciccone & Elias Papaioannou, 2009. "Human Capital, the Structure of Production, and Growth," The Review of Economics and Statistics, MIT Press, vol. 91(1), pages 66-82, February.
- Antonio Ciccone & Elias Papaioannou, 2006. "Human capital, the structure of production, and growth," Working Paper Series 623, European Central Bank.
- Antonio Ciccone & Elias Papaioannou, 2005. "Human capital, the structure of production and growth," Economics Working Papers 902, Department of Economics and Business, Universitat Pompeu Fabra.
- Ciccone, Antonio & Papaioannou, Elias, 2005. "Human Capital, the Structure of Production, and Growth," CEPR Discussion Papers 5354, C.E.P.R. Discussion Papers.
- Fisman, Raymond & Love, Inessa, 2004.
"Financial development and growth in the short and long run,"
Policy Research Working Paper Series
3319, The World Bank.
- Raymond Fisman & Inessa Love, 2004. "Financial Development and Growth in the Short and Long Run," NBER Working Papers 10236, National Bureau of Economic Research, Inc.
- John Romalis, 2004. "Factor Proportions and the Structure of Commodity Trade," American Economic Review, American Economic Association, vol. 94(1), pages 67-97, March.
- Robert J. Barro & Jong-Wha Lee, 2000.
"International Data on Educational Attainment: Updates and Implications,"
CID Working Papers
42, Center for International Development at Harvard University.
- Barro, Robert J & Lee, Jong-Wha, 2001. "International Data on Educational Attainment: Updates and Implications," Oxford Economic Papers, Oxford University Press, vol. 53(3), pages 541-63, July.
- Robert J. Barro & Jong-Wha Lee, 2000. "International Data on Educational Attainment Updates and Implications," NBER Working Papers 7911, National Bureau of Economic Research, Inc.
- Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Juan Botero, 2003.
"The Regulation of Labor,"
NBER Working Papers
9756, National Bureau of Economic Research, Inc.
- Juan Botero & Simeon Djankov & Rafael Porta & Florencio C. Lopez-De-Silanes, 2004. "The Regulation of Labor," The Quarterly Journal of Economics, MIT Press, vol. 119(4), pages 1339-1382, November.
- Philippe Aghion & David Hemous & Enisse Kharroubi, 2011. "Cyclical fiscal policy, credit constraints, and industry growth," BIS Working Papers 340, Bank for International Settlements.
- Manova, Kalina, 2008. "Credit constraints, equity market liberalizations and international trade," Journal of International Economics, Elsevier, vol. 76(1), pages 33-47, September.
- Laeven, Luc & Klingebiel, Daniela & Kroszner, Randy, 2002. "Financial crises, financial dependence, and industry growth," Policy Research Working Paper Series 2855, The World Bank.
- Daron Acemoglu & Simon Johnson & Todd Mitton, 2009. "Determinants of Vertical Integration: Financial Development and Contracting Costs," Journal of Finance, American Finance Association, vol. 64(3), pages 1251-1290, 06.
- Klapper, Leora & Laeven, Luc & Rajan, Raghuram, 2006. "Entry regulation as a barrier to entrepreneurship," Journal of Financial Economics, Elsevier, vol. 82(3), pages 591-629, December.
Citations
Lists
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.Statistics
Access and download statisticsCorrections
When requesting a correction, please mention this item's handle: RePEc:upf:upfgen:1235For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.

