Pedro Cavalcanti Ferreira – Research Papers

 

 

 

The Effect of Social Security, Demography and Technology on Retirement

Pedro Cavalcanti  Ferreira and Marcelo Santos

 

This article investigates the causes in the reduction of labor force participation of the old. We argue that the changes in social security policy, in technology and in demography may account for most of the changes in retirement over the second part of the last century in the U.S. economy. We develop a dynamic general equilibrium model with endogenous retirement that embeds social security legislation. The model is able to match very closely the increase in the retirement rate of males aged 65 and older. It also quantifies the isolated impact on retirement and on the solvency of the social security system of the different factors. The model suggests that technological and demographic changes had a strong influence on retirement, so that it would have increased significantly even if the social security rules had not changed. However, as the latter became much more generous in the past, changes in social security policy can account not only for a sizeable part of the expansion of retirement, but also for the most of the observed increase in the social security expenses as a share of GDP.

 

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The Impact of AIDS on Income and Human Capital

Pedro Cavalcanti  Ferreira, Samuel Pessôa, Marcelo Santos

 

This paper studies the impact of HIV/AIDS on per capita income and education. It explores two channels from HIV/AIDS to income that have not been sufficiently stressed by the literature: the reduction of the incentives to study due to shorter expected longevity and the reduction of productivity of experienced workers. In the model individuals live for three periods, may get infected in the second period and with some probability die of Aids before reaching the third period of their life. Parents care for the welfare of the future generations so that they will maximize lifetime utility of their dynasty. The simulations predict that the most affected countries in Sub-Saharan Africa will be in the future, on average, thirty percent poorer than they would be without AIDS. Schooling will decline in some cases by forty percent. These figures are dramatically reduced with widespread medical treatment, as it increases the survival probability and productivity of infected individuals.

 

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Trade in intermediate goods and total factor productivity

Pedro Cavalcanti  Ferreira and Alberto Trejos

 

We develop and calibrate a model where differences in factor endowments lead countries to trade intermediate goods, and gains from trade reflect in total factor productivity. We perform several output and growth decompositions, to assess the impact that barriers to trade, as well as changes in terms of trade, have on measured TFP. We find that for very poor economies gains from trade are large, in some cases representing a doubling of GDP. Also, that an improvement in the terms of trade - by allowing the use of a better mix of intermediate inputs in the production process - translates into productivity growth.

 

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The Effects of External and Internal Shocks on Total Factor Productivity

Pedro Cavalcanti  Ferreira, Antônio Galvão, Fabio Reis and Samuel Pessôa

 

This paper examines structural changes that occur in the total factor productivity (TFP) within countries. It is possible that some episodes of high economic growth or economic decline are associated with permanent productivity shocks; therefore, this research has two objectives. The first one is to estimate the structural changes present in TFP for a sample of 77 countries between 1950(60) and 2000. The second one is to identify possible explanations for breaks. Two sources were analyzed: (i) episodes in political and economic history; (ii) changes in international trade - a measure of absorption of technology. The results suggest that about one-third of the TFP time-series present at least one structural break. Downwards breaks are more common, indicating that after a break the TFP has much difficulty to recover. When we investigated factors related with structural change, developed countries presented a break near the first oil shock while the developing countries' breaks are more spread along the decades. Thus, external strikes seem to be more relevant for developed countries. However, for each country and break date, it was possible to find an event close to the break date endogenously detected. Last, the relevance of international trade, measured by trade share percentage of GDP, seems to be limited to explain abrupt changes in TFP.

 

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The Evolution of TFP in Latin America

Pedro Cavalcanti  Ferreira, Samuel Pessôa and Fernando Veloso

 

Due to widespread government intervention and import-substitution industrialization, there has been a general perception that Latin America has always been less productive than the leading economies. In this paper, however, we show that until the mid-seventies Latin America had high productivity levels relative to the US and other regions. Moreover, total factor productivity in Latin America increased relative to the US during this period, declining only in the subsequent years.

 

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The Evolution of International Output Differences (1960-2000): from Factors to Productivity

Pedro Cavalcanti  Ferreira, Samuel Pessôa and Fernando Veloso

 

This article presents a group of exercises of level and growth decomposition of output per worker using cross-country data from 1960 to 2000. Its shown that at least until 1975 factors of production ( capital and education) were the main cause of output dispersion and that productivity variance was considerably smaller than in late years. Only after this date the prominence of TFP started to show up in the data, as the majority of the literature have found. The growth decomposition exercises showed that the reversal of relative importance of TFP vis-à-vis factors is explained by the very good (bad) performance of detrended TFP of fast (slow) growing economies. Although growth in the period, on average, is mostly due to factors accumulation, its variance is explained by productivity.

                                                                                              

Published, The B.E. Journal of Macroeconomics (Topics), Vol. 8 (1), 2008.

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Welfare and Growth Effects of Alternative Fiscal Rules for Infrastructure Investment in Brazil

Pedro Cavalcanti  Ferreira and Leandro Nascimento

 

This article studies the interplay between fiscal rules, public investment and growth in Brazil. It is investigated if it would make sense to raise public investment and, if so, under which fiscal rule it is best to do it -- whether through tax financing, debt financing, or a reduction of public consumption. We construct and simulate a competitive general equilibrium model, calibrated to Brazilian economy, in which public capital is a component of the production function and public consumption directly affects individuals' well-being. After assessing the impacts of alternative fiscal rules, the paper concludes that the most desirable financing scheme is the reduction of public consumption, which dominates the others in terms of output and welfare gains. The model replicates the observed growth slowdown of the Brazilian economy when we increase taxes and reduce public capital formation to the levels observed after 1980 and shows that the growth impact of the expansion of tax collection in Brazil was much larger than that of public investment compression.

 

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On The Tyranny of Numbers: East Asian Miracles in World Perspective

Pedro Cavalcanti  Ferreira, Samuel Pessôa and Fernando Veloso

 

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On the Economic and Fiscal Effects of Infrastructure Investment in Brazil

Pedro Cavalcanti  Ferreira and Carlos Hamilton Vasconcelos Araújo

 

This article studies the productive impact of infrastructure investment in Brazil. Public-capital expenditures in the country have decreased continuously over the last two decades, and this paper shows the significant impact this has had on infrastructure stocks. Cointegration analysis is used to investigate the long-run association between output and infrastructure, the results being then used to study the short-run dynamic of these variables. Whether in the short or long run, the productive impact of infrastructure was found to be relevant. Other group of simulations studies the impact of expanding capital expenditures through debt finance on debt to GDP ratio as well as on public cash flow and net worth.

 

 

Published, “Fiscal Policy, Stabilization and Growth,” edited by Perry, Serven and Suescún, World Bank, 2007

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On the Output Effects of Barriers to Trade

Pedro Cavalcanti  Ferreira and Alberto Trejos

 

We study the macroeconomic effects of international trade policy by integrating a Hecksher-Ohlin trade model into an optimal-growth framework. The model predicts that a more open economy will have higher factor productivity. Furthermore, there is a "selective development trap," an additional steady state with low income, to which countries may or may not converge, depending on policy. Income at the development trap falls as trade barriers increase. Hence, cross-country differences in barriers to trade may help explain the dispersion of per-capita income observed across countries. The effects are quantified and we show that protectionism can explain a relevant fraction of TFP and long-run income differentials across countries.

 

Published, International Economic Review, Vol. 47, No. 4, November 2006

A working paper version is available here

 

 

 

An Investigation of Cross-Country Income Differences

Pedro Cavalcanti  Ferreira, João Victor Issler and Samuel Pessoa

 

This paper investigates the nature of income inequality across nations. Several exercises, such as variance decompositions, simulations and counter-factual analyses are performed. The picture that emerges is one where countries grew in the past for different reasons, which should be an important ingredient in policy design. Although there is not a single-factor explanation for the difference in output per-worker across nations, productivity differences can explain a considerable portion of income inequality, followed by distortions to\ capital accumulation and then by human capital accumulation

 

Published in the Revista de Analisis Economico, Vol. 20, nº2, Dec. 2005

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The Effects of Longevity and Distortions on Education and Retirement

Pedro Cavalcanti  Ferreira and Samuel Pessoa

 

This article studies the impact of longevity and taxation on life-cycle decisions and long-run income. Individuals allocate optimally their total lifetime between education, working and retirement. They also decide at each moment how much to save or consume out of their income, and after entering the labor market how to divide their time between labor and leisure. The model incorporates experience-earnings profiles and the return-to-education function that follows evidence from the labor literature. In this setup, increases in longevity raises the investment in education - time in school - and retirement. The model is calibrated to the U.S. and is able to reproduce observed schooling levels and the increase in retirement, as the evidence shows. Simulations show that a country equal to the U.S. but with 20% smaller longevity will be 25% poorer. In this economy, labor taxes have a strong impact on the per capita income, as it decreases labor effort, time at school and retirement age, in addition to the general equilibrium impact on physical capital. We conclude that life-cycle effects are relevant in analyzing the aggregate outcome of taxation.

 

Review of Economic Dynamics, vol. 11(3), 2007

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Trade Liberalization and Industrial Concentration: Evidence from Brazil

Pedro Cavalcanti  Ferreira and Giovanni Facchini

 

This paper studies the relationship between industrial structure and the extent of trade protection granted to Brazilian manufacturing industries during the 1988-1994 trade liberalization episode. Using a panel data set covering this period, we find that even in an environment in which a major regime shift has been introduced, more concentrated sectors have been able to obtain policy advantages, that lead to a reduction in international competition. The importance of industry structure appears to be substantial: In our baseline specification, an increase in concentration by 20% leads to an increase in protection by 5%-7%.

 

Published in the The Quarterly Review of Economics and Finance, Vol. 45, Issues 2-3 , May 2005.

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The Long-Run Economic Impact of AIDS

Pedro Cavalcanti  Ferreira and Samuel Pessoa

 

This paper studies the long-run impact of HIV/AIDS on per capita income and education. We introduce a channel from HIV/AIDS to long-run income that has been overlooked by the literature, the reduction of the incentives to study due to shorter expected longevity. We work with a continuous time overlapping generations model in which life cycle features of savings and education decision play key roles. The model is calibrated for a cross-section of countries. The simulations predict that the most affected countries in Sub-Saharan Africa will be in the future, on average, a quarter poorer than they would be without AIDS, due only to the direct (human capital reduction) and indirect (decline in savings and investment) effects of life-expectancy reductions. Schooling will decline on average by half. These findings are well above previous results in the literature.

 

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The Costs of Education, Longevity and the Poverty of Nations

Pedro Cavalcanti  Ferreira and Samuel Pessôa

 

This paper explores the distortions on the cost of education, associated with government policies and institutional factors, as an additional determinant of cross-country income differences. Agents are finitely lived and the model takes into account life-cycle features of human capital accumulation. There are two sectors, one producing goods and the other providing educational services. The model is calibrated and simulated for 89 economies. We find that human capital taxation has a relevant impact on incomes, which is amplified by its indirect effect on returns to physical capital. Life expectancy plays an important role in determining long-run output: the expansion of the population working life increases the present value of the flow of wages, which induces further human capital investment and raises incomes. Although in our simulations the largest gains are observed when productivity is equated across countries, changes in longevity and in the incentives to educational investment are too relevant to ignore.

 

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New Evidence from Brazil on Trade Liberalization and Productivity Growth

Pedro Cavalcanti  Ferreira and José Luiz Rossi

 

This paper presents evidence on the positive effect of international trade on productivity growth using industrial level data preceding and following Brazil's trade liberalization in 1988-1990. Brazil provides a rare policy experiment to study this issue that is seldom available: it was one of the most closed economies in the world until 1988 and intra-industry data are available on an annual basis before, during and many years after liberalization. Our data reveal large and widespread productivity improvement after barriers to trade were drastically reduced. On average, total factor productivity grew at 3 percent a year and labor productivity growth rates for all but one of the 16 industries we study were above 5 percent. Econometric results confirm the association between trade liberalization and productivity growth and show that the impact was indeed substantial: the observed tariff reduction in the period brought a 6 percent estimated increase in total factor productivity growth rate and a similar impact on labor productivity.

 

Published in the International Economic Review, vol. 44, nº 4, November 2003

A working paper version is available here

 

 

Testing Production Functions Used in Empirical Growth Studies

Pedro Cavalcanti  Ferreira, João Victor Issler and Samuel Pessoa

 

We estimate and test two alternative functional forms, which have been used in the growth literature, representing the aggregate production function for a panel of countries: the extended neoclassical growth model, and a mincerian formulation of schooling-returns to skills. Estimation is performed using instrumental-variable techniques, and both functional forms are confronted using a Box-Cox test, since human capital inputs enter in levels in the mincerian specification and in logs in the extended neoclassical growth model.

 

Published in the Economics Letters, vol. 83, 2004

A working paper version is available here

 

 

Public Versus Private Provision of Infrastructure in a Neoclassical Growth Model

Pedro Cavalcanti Ferreira

 

This article studies the welfare and long run allocation impacts of privatization. There are two types of capital in this model economy, one private and the other initially public (``infrastructure''). A positive externality due to infrastructure capital is assumed, so that the government could improve upon decentralized allocations internalizing the externality, but public investment is financed through distortionary taxation. It is shown that privatization is welfare improving for a large set of economies and that after privatization under-investment is optimal. When operation inefficiency in the public sector, subsidy to infrastructure accumulation and/or public consumption expenditures are introduced, gains from privatization are higher and positive for most reasonable combinations of parameters.

 

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Inflationary Financing of Public Investment and Economic Growth

Pedro Cavalcanti Ferreira

 

A theoretical model is constructed in order to explain particular historical experiences in which inflation acceleration apparently helped to spur a period of economic growth. Government financed expenditures affect positively the productivity growth in this model so that the distortionary effect of inflation tax is compensated by the productive effect of public expenditures. We show that for some interval of money creation rates there is an equilibrium where money is valued and where steady state physical capital grows with inflation. It is also shown that zero inflation and growth maximization are never the optimal policies

 

Published in the Journal of Economic Dynamics and Control, v23, 1999, pp. 539-563.

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