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Product Market Competition and the Impact of Price Uncertainty on Investment: Some Evidence from US Manufacturing Industries

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Author Info
Ghosal, Vivek
Loungani, Prakash

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Abstract

The authors estimate the impact of price uncertainty on investment using a panel of U.S. manufacturing industries. Pooling the data for all industries, uncertainty has no impact on current investment. However, for industries that have low levels of seller concentration and, thus, are likely to be highly competitive, the estimated impact is negative and statistically significant, while for industries with high levels of seller concentration, the impact is always small and not significantly different from zero. The finding of a negative relationship between investment and price uncertainty in competitive industries is broadly consistent with models that incorporate irreversibility of capital investment. Copyright 1996 by Blackwell Publishing Ltd.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Industrial Economics.

Volume (Year): 44 (1996)
Issue (Month): 2 (June)
Pages: 217-28
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Handle: RePEc:bla:jindec:v:44:y:1996:i:2:p:217-28

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  1. Serven, Luis, 1997. "Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa," Policy Research Working Paper Series 1722, The World Bank. [Downloadable!]
  2. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 1999. "Discovering the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers 19906, Hamburg University, Department of Economics. [Downloadable!]
    Other versions:
  3. Konstantinos Drakos, 2006. "A note on uncertainty and investment across the spectrum of irreversibility," Applied Economics Letters, Taylor and Francis Journals, vol. 13(13), pages 873-876, October. [Downloadable!] (restricted)
  4. Czarnitzki, Dirk & Toole, Andrew A., 2008. "The R&D Investment-Uncertainty Relationship: Do Competition and Firm Size Matter?," ZEW Discussion Papers 08-013, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  5. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Firm Investment," Boston College Working Papers in Economics 646, Boston College Department of Economics, revised 24 Feb 2007. [Downloadable!]
    Other versions:
  6. Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006. "The Impact of Uncertainty on Investment: A Meta-Analysis," Tinbergen Institute Discussion Papers 06-060/3, Tinbergen Institute. [Downloadable!]
  7. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty," Boston College Working Papers in Economics 638, Boston College Department of Economics, revised 26 Apr 2008. [Downloadable!]
    Other versions:
  8. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank. [Downloadable!]
  9. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 2000. "Investigating the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers 20008, Hamburg University, Department of Economics. [Downloadable!]
  10. Dennis W. Carlton, 1996. "A Critical Assessment of the Role of Imperfect Competition in Macroeconomics," NBER Working Papers 5782, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Boehm, Hjalmar & Funke, Michael, 2000. "Optimal Investment Strategies under Demand and Tax Policy Uncertainty," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  12. Hjalmar Böhm & Michael Funke, 1999. "The Uncertainty-Investment Relationship," Quantitative Macroeconomics Working Papers 19903, Hamburg University, Department of Economics. [Downloadable!]
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