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Investment decisions in troubled times: A Bayesian approach applied to Brazilian firms

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Author Info
Kalatzis, Aquiles Elie Guimarães
Azzoni, Carlos Roberto

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Abstract

This study analyses the investment decision of 497 Brazilian firms during a period of unstable macroeconomic conditions. The role of financial constraints is considered in a Bayesian econometric model. We estimate three different models, and the results indicate the presence of financial restrictions, especially for capital-intensive firms. The recursive predictive density criterion indicates that the most preferred model is the one in which firm-specific effects are correlated with cash-flow. Financial restrictions are more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

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File URL: http://www.sciencedirect.com/science/article/B6VF8-4W4CWKK-2/2/656fc1bddfcf147cc55113a7b87dade9
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Publisher Info
Article provided by Elsevier in its journal International Journal of Production Economics.

Volume (Year): 120 (2009)
Issue (Month): 2 (August)
Pages: 595-606
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Handle: RePEc:eee:proeco:v:120:y:2009:i:2:p:595-606

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Web page: http://www.elsevier.com/locate/ijpe

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Related research
Keywords: Investment decisions Financial restrictions Bayesian model Capital intensity;

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This page was last updated on 2009-12-3.


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