Cross-sectional Moments of Firms’ Growth

The data below was constructed as part of the paper “Skewed Business Cycles” (Salgado, Guvenen, and Bloom, 2020). The data comprises cross-sectional moments (mean, variance, kurtosis, and main percentiles) of different firm-level outcomes. Most results are available at the country- and at the 2-digits NAICS-level. Please see the paper and appendix for details in the sample construction and moments calculation. With the exception of the results based on Census’ LBD, the underlying micro data is available through WRDS. Replication codes here. Github page here.

United States
– Compustat: Sales Growth (quarterly and annual) and Employment Growth (annual)
– Census LBD: Employment Growth (annual)

United States (2-digit NAICS)
– Compustat: Sales Growth (quarterly and annual) and Employment Growth (annual)

Other Countries (Aggregate and 2-digit NAICS)
– Sales Growth (annual), Employment Growth (annual), TFP Growth (annual)

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