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Main Authors: Hirano, Tomohiro, Kishi, Keiichi, Toda, Alexis Akira
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2501.08215
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author Hirano, Tomohiro
Kishi, Keiichi
Toda, Alexis Akira
author_facet Hirano, Tomohiro
Kishi, Keiichi
Toda, Alexis Akira
contents We present a macro-finance model with innovation and knowledge spillover. Skilled agents engage in R&D activities (establish firms) or work in the knowledge-intensive sector. Unskilled agents work in the traditional sector. Knowledge spillover from innovations to the two sectors is initially high and uneven (unbalanced growth), but eventually weakens and equalizes (balanced growth). A rational stock bubble (prices exceed fundamentals) necessarily emerges, even though it is expected to burst with regime switching. Despite the inevitable collapse, stock bubbles and technological innovation reinforce each other and lead to permanently higher output and wages because technologies developed during the bubble era prevail.
format Preprint
id arxiv_https___arxiv_org_abs_2501_08215
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Technological Innovation and Bursting Bubbles
Hirano, Tomohiro
Kishi, Keiichi
Toda, Alexis Akira
Theoretical Economics
We present a macro-finance model with innovation and knowledge spillover. Skilled agents engage in R&D activities (establish firms) or work in the knowledge-intensive sector. Unskilled agents work in the traditional sector. Knowledge spillover from innovations to the two sectors is initially high and uneven (unbalanced growth), but eventually weakens and equalizes (balanced growth). A rational stock bubble (prices exceed fundamentals) necessarily emerges, even though it is expected to burst with regime switching. Despite the inevitable collapse, stock bubbles and technological innovation reinforce each other and lead to permanently higher output and wages because technologies developed during the bubble era prevail.
title Technological Innovation and Bursting Bubbles
topic Theoretical Economics
url https://arxiv.org/abs/2501.08215