Volatility and diversification of exports: Firm-level theory and evidence

B-Tier
Journal: European Economic Review
Year: 2016
Volume: 89
Issue: C
Pages: 216-247

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We show using detailed firm-level Chinese data that, among small exporters, firms selling to a more diversified set of countries have more volatile exports, while the opposite holds among large exporters. This a priori surprising result for small firms is robust to a wide array of specifications and controls. Our theoretical explanation for these observations rests on the presence of fixed costs of exports per destination and short-run demand shocks. In this setup, the volatility of a firm's exports depends not only on the diversification of its destination portfolio but also on whether it exports permanently to all markets. Among small exporters, a more diversified pool of destinations makes the firm more likely to export occasionally to some markets, thereby raising export volatility.

Technical Details

RePEc Handle
repec:eee:eecrev:v:89:y:2016:i:c:p:216-247
Journal Field
General
Author Count
3
Added to Database
2026-01-29