Uncertainty, imperfect information, and expectation formation over the firm’s life cycle

A-Tier
Journal: Journal of Monetary Economics
Year: 2023
Volume: 140
Issue: C
Pages: 60-77

Score contribution per author:

1.009 = (α=2.02 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using a long panel data set on Japanese firms, we find that firms make more precise forecasts and less autocorrelated forecast errors as they gain more experience. Then, we build a firm dynamics model where firms gradually learn about their demand by using a noisy signal. Using expectations data over time, we cleanly isolate the learning mechanism from other mechanisms and find that it accounts for 20%–40% of the overall decline in forecast errors over the life cycle. Productivity gains from removing information frictions range from 3% to 12%, with firm entry and exit playing prominent roles.

Technical Details

RePEc Handle
repec:eee:moneco:v:140:y:2023:i:c:p:60-77
Journal Field
Macro
Author Count
4
Added to Database
2026-01-29