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Investment, Efficiency, and Credit Rationing: Evidence from Hungarian Panel Data

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Mathilde Maurel

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Abstract

Relying upon a rich and unique panel of Hungarian firms over 7 years, from 1992 up to 1998, this paper estimates simultaneously TFP, Total Factor Productivity, identified as efficiency, and the parameters of a model where investment depends upon internal funds, wages, and sales, as in Prasnikar J. and Svejnar J. (2000). It shows that while real investment is higher in foreign firms, the improvement in efficiency due to investment is significantly higher in Hungarian domestic firms. We test the possibility that this higher than average foreign investment may exacerbate other firms credit constraints by crowding them out of domestic capital markets. Of course one must control for that foreign firms may simply be more profitable and have access to more collateral, hence be a better investment for lending institutions. All firms (foreign, private and domestically owned, and State-owned) are credit rationed, including foreign firms. State-owned firms do not have an investment behaviour compatible with profit maximisation, a result which emphasises the soft budget constraint persistence (but not through the providing with soft credit). For these firms, wages increase together with investment.

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Paper provided by William Davidson Institute at the University of Michigan Stephen M. Ross Business School in its series William Davidson Institute Working Papers Series with number 403.

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Date of creation: 01 Nov 2001
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Handle: RePEc:wdi:papers:2001-403

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Related research
Keywords: Investment; credit rationing; soft budget constraint; ownership; transition to a market economy; Hungary;

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Find related papers by JEL classification:
E22 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
P21 - Economic Systems - - Socialist Systems and Transition Economies - - - Planning, Coordination, and Reform
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior
D92 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Firm Choice and Growth, Investment, or Financing

References listed on IDEAS
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. Angelucci, Manuella & Estrin, Saul & Konings, Jozef & Zólkiewski, Zbigniew, 2001. "The Effect of Ownership and Competitive Pressure on Firm Performance in Transition Countries: Micro Evidence from Bulgaria, Romania and Poland," CEPR Discussion Papers 2985, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. R. Glenn Hubbard, 1998. "Capital-Market Imperfections and Investment," Journal of Economic Literature, American Economic Association, vol. 36(1), pages 193-225, March. [Downloadable!] (restricted)
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  3. Cull, Robert & Xu, Lixin Colin, 2000. "Bureaucrats, State Banks, and the Efficiency of Credit Allocation: The Experience of Chinese State-Owned Enterprises," Journal of Comparative Economics, Elsevier, vol. 28(1), pages 1-31, March. [Downloadable!] (restricted)
  4. Gabor Korosi & Laszlo Halpern, 2000. "Efficiency and Market Share in Hungarian Corporate Sector," IEHAS Discussion Papers 0009, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
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  5. Lubomir Lizal & Jan Svejnar, 2001. "Investment, Credit Rationing and the Soft Budget Constraint: Evidence from Czech Panel Data," William Davidson Institute Working Papers Series 363, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  6. Grosfeld, I. & Roland, G., 1995. "Defensive and Strategic Restructuring in Central European Enterprises," DELTA Working Papers 95-18, DELTA (Ecole normale supérieure).
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  7. Steven Fazzari & R. Glenn Hubbard & Bruce C. Petersen, 1988. "Financing Constraints and Corporate Investment," NBER Working Papers 2387, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Kaplan, Steven N & Zingales, Luigi, 1997. "Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints," The Quarterly Journal of Economics, MIT Press, vol. 112(1), pages 169-215, February.
  9. Irena Grosfeld & Thierry Tressel, 2001. "Competition and Corporate Governance : Substitutes or Complements ? Evidence from the Warsaw Stock Exchange," DELTA Working Papers 2001-06, DELTA (Ecole normale supérieure). [Downloadable!]
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  10. Sophie Brana & Mathilde Maurel & Jerome Sgard, 1999. "Enterprise Adjustment and the Role of Bank Credit in Russia: Evidence from a 420 Firm's Qualitative Survey," Working Papers 1999-06, CEPII research center. [Downloadable!]
  11. Halpern, László & Kõrösi, Gábor, 2000. "Efficiency and Market Share in the Hungarian Corporate Sector," CEPR Discussion Papers 2544, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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Cited by:
(explanations, 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. Vlad Ivanenko, 2001. "Testing Russia's Virtual Economy," William Davidson Institute Working Papers Series 428, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  2. Gatti, Roberta & Love, Inessa, 2008. "Does access to credit improve productivity? Evidence from Bulgarian firms," CEPR Discussion Papers 6676, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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