Entry, exit and mergers: a competitive equilibrium model with financial frictions

This paper examines a dynamic stochastic model of a competitive industry with heterogeneous firms that allows for entry, exit and mergers of firms in equilibrium. The model we build is an extension of a modified version of Jovanovic and Rousseau's (2002) model that introduces financial friction...

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Detalles Bibliográficos
Autor: Fossati, Román
Tipo de recurso: tesis de maestría
Estado:Versión aceptada para publicación
Fecha de publicación:2005
País:Argentina
Institución:Universidad Nacional de La Plata
Repositorio:SEDICI (UNLP)
Idioma:inglés
OAI Identifier:oai:sedici.unlp.edu.ar:10915/3346
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/3346
https://doi.org/10.35537/10915/3346
Access Level:acceso abierto
Palabra clave:Ciencias Económicas
entry and exit; financial frictions; mergers; technological change
Economía
Operaciones financieras
Equilibrio económico
Descripción
Sumario:This paper examines a dynamic stochastic model of a competitive industry with heterogeneous firms that allows for entry, exit and mergers of firms in equilibrium. The model we build is an extension of a modified version of Jovanovic and Rousseau's (2002) model that introduces financial frictions, describes the market for corporate control and endogenizes its equilibrium price, and develops a stationary equilibrium à la Hopenhayn (1992). It provides a theoretical framework within which to study factors affecting variables such as entry, exit and investment through direct unbundled capital good purchase and mergers. This work contributes to the literature by suggesting another explanation to many empirical regularities and describing one more mechanism through which aggregate liquidity shocks may affect merger activity. The results suggest that due to asymmetric information about entrepreneur's survival probabilities aggregate liquidity shocks may contribute to codetermine the turnover rate of firms and investment levels through mergers.