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An Asset Price Model of Aggregate Investment

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  • Engle, Robert F
  • Foley, Duncan K

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  • Engle, Robert F & Foley, Duncan K, 1975. "An Asset Price Model of Aggregate Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 625-647, October.
    • Handle: RePEc:ier:iecrev:v:16:y:1975:i:3:p:625-47
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    Citations

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    Cited by:

    1. Lawrence H. Summers, 1980. "Inflation, Taxation, and Corporate Investment: A q-Theory Approach," NBER Working Papers 0604, National Bureau of Economic Research, Inc.
    2. Buffie, Edward F. & Atolia, Manoj, 2012. "Resurrecting the weak credibility hypothesis in models of exchange-rate-based stabilization," European Economic Review, Elsevier, vol. 56(3), pages 361-372.
    3. Robert S. Chirinko & Debdulal Mallick, 2014. "The Substitution Elasticity, Factor Shares, Long-Run Growth, and the Low-Frequency Panel Model," CESifo Working Paper Series 4895, CESifo.
    4. Poterba, James M. & Summers, Lawrence H., 1983. "Dividend taxes, corporate investment, and `Q'," Journal of Public Economics, Elsevier, vol. 22(2), pages 135-167, November.
    5. Bernstein, Jeffrey I. & Nadiri, M. Ishaq, 1982. "Financing and Investment in Plant and Equipment and Research and Development," Working Papers 82-27, C.V. Starr Center for Applied Economics, New York University.
    6. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
    7. Robert Topel & Sherwin Rosen, 1985. "A Time Series Model of Housing Investment in the U.S," UCLA Economics Working Papers 387, UCLA Department of Economics.
    8. Georgy Idrisov, 2010. "Factors of Demand for Imported Goods for Investment Purpose to Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 138P.
    9. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Research Discussion Papers 32/2016, Bank of Finland.
    10. Buffie, Edward F., 2014. "The Taylor principle fights back, Part II," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 30-49.
    11. Robert S. Chirinko & Debdulal Mallick, 2017. "The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 225-253, October.
    12. Jacques Mairesse & Alan K. Siu, 1984. "An Extended Accelerator Model of R&D and Physical Investment," NBER Chapters, in: R&D, Patents, and Productivity, pages 271-298, National Bureau of Economic Research, Inc.
    13. Ulrich Kohli & Christopher J. Ryan, 1986. "Australian Business Investment: A New Look at the Neoclassical Approach," The Economic Record, The Economic Society of Australia, vol. 62(4), pages 451-467, December.
    14. Buffie, Edward F. & Won, Yongkul, 2001. "Devaluation and investment in an optimizing model of the small open economy," European Economic Review, Elsevier, vol. 45(8), pages 1461-1499, August.
    15. repec:zbw:bofrdp:2016_032 is not listed on IDEAS
    16. Jon Vilasuso, 1997. "The relationship between cash flow and investment in the United States at business cycle frequencies," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1283-1293.
    17. Monteiro, Paulo Santos, 2008. "Testing Full Consumption Insurance in the Frequency Domain," Economic Research Papers 269910, University of Warwick - Department of Economics.
    18. Kilponen, Juha & Verona, Fabio, 2022. "Investment dynamics and forecast: Mind the frequency," Finance Research Letters, Elsevier, vol. 49(C).

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