This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Investment and Uncertainty in the G7

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Joseph P. Byrne
E. Philip Davis ()

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://hdl.handle.net/10.1007/s10290-005-0013-0
File Format: text/html
File Function:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Springer in its journal Review of World Economics.

Volume (Year): 141 (2005)
Issue (Month): 1 (April)
Pages: 1-32
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:spr:weltar:v:141:y:2005:i:1:p:1-32

Contact details of provider:
Web page: http://link.springer.de/link/service/journals/10290/index.htm

Order Information:
Web: http://link.springer.de/orders.htm

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: Investment; uncertainty; exchange rates; nonstationary panel estimation;

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Temple, Paul & Urga, Giovanni & Driver, Ciaran, 2001. "The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(4), pages 361-82, September. [Downloadable!] (restricted)
  2. Jose Campa & Linda S. Goldberg, 1993. "Investment in Manufacturing, Exchange-Rates and External Exposure," NBER Working Papers 4378, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July. [Downloadable!] (restricted)
    Other versions:
  4. Kenen, Peter B & Rodrik, Dani, 1986. "Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 311-15, May. [Downloadable!] (restricted)
  5. Julia Darby & Andrew Hughes Hallett & Jonathan Ireland & Laura Piscitelli, . "The Impact of Exchange Rate Uncertainty on the Level of Investment," ICMM Discussion Papers 49, Department of Economics University of Strathclyde.
    Other versions:
  6. Driver, Ciaran & Yip, Paul & Dakhil, Nazera, 1996. "Large Company Capital Formation and Effects of Market Share Turbulence: Micro-data Evidence from the PIMS Database," Applied Economics, Taylor and Francis Journals, vol. 28(6), pages 641-51, June. [Downloadable!] (restricted)
  7. Abel, Andrew B, 1983. "Optimal Investment under Uncertainty," American Economic Review, American Economic Association, vol. 73(1), pages 228-33, March.
  8. Russell Cooper & Joao Ejarque, 2001. "Exhuming Q: market power capital market imperfections," Working Papers 611, Federal Reserve Bank of Minneapolis. [Downloadable!]
  9. Ferderer, J Peter, 1993. "The Impact of Uncertainty on Aggregate Investment Spending: An Empirical Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(1), pages 30-48, February. [Downloadable!] (restricted)
  10. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November. [Downloadable!] (restricted)
    Other versions:
  11. Carruth, Alan & Dickerson, Andrew & Henley, Andrew, 2000. " What Do We Know about Investment under Uncertainty?," Journal of Economic Surveys, Blackwell Publishing, vol. 14(2), pages 119-53, April. [Downloadable!] (restricted)
    Other versions:
  12. Jaewoo Lee & Kwanho Shin, 2000. "The Role of a Variable Input in the Relationship between Investment and Uncertainty," American Economic Review, American Economic Association, vol. 90(3), pages 667-680, June. [Downloadable!] (restricted)
    Other versions:
  13. Jones, Charles I, 1995. "Time Series Tests of Endogenous Growth Models," The Quarterly Journal of Economics, MIT Press, vol. 110(2), pages 495-525, May. [Downloadable!] (restricted)
  14. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April. [Downloadable!] (restricted)
  15. Joao Ejarque & Russell Cooper, 2000. "Exhuming Q: Market Power Versus Capital Market Imperfections," Computing in Economics and Finance 2000 316, Society for Computational Economics.
  16. Price, Simon, 1995. "Aggregate Uncertainty, Capacity Utilization and Manufacturing Investment," Applied Economics, Taylor and Francis Journals, vol. 27(2), pages 147-54, February.
  17. Luigi Guiso & Giuseppe Parigi, 1999. "Investment And Demand Uncertainty," The Quarterly Journal of Economics, MIT Press, vol. 114(1), pages 185-227, February. [Downloadable!] (restricted)
    Other versions:
  18. Serven, Luis, 2002. "Real exchange rate uncertainty and private investment in developing countries," Policy Research Working Paper Series 2823, The World Bank. [Downloadable!]
  19. M Pesaran & Yongcheol Shin & Ron P Smith, 2004. "Pooled mean group estimation of dynamic heterogeneous panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  20. E. Philip Davis & Paul Ashworth, 2001. "Some evidence on financial factors in the determination of aggregate business investment for the G7 countries," NIESR Discussion Papers 187, National Institute of Economic and Social Research. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Sandra Steindl & Gunther Tichy, 2009. "Cycles and growth: an introduction," Empirica, Springer, vol. 36(2), pages 159-164, May. [Downloadable!] (restricted)
  2. Mandler, Martin, 2007. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper 13498, University Library of Munich, Germany, revised Jan 2009. [Downloadable!]
  3. Bettina Becker & Stephen Hall, 2009. "Foreign Direct Investment in R&D and Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 20(2), pages 207-223, April. [Downloadable!] (restricted)
  4. Andreas Stephan & Oleksandr Talavera, . "Effects of macroeconomic uncertainty on leverage for US non-financial firms," German Stata Users' Group Meetings 2004 8, Stata Users Group. [Downloadable!]
  5. Andrew Hallett & Gert Peersman & Laura Piscitelli, 2004. "Investment Under Monetary Uncertainty: A Panel Data Investigation," Empirica, Springer, vol. 31(2), pages 137-162, June. [Downloadable!] (restricted)
    Other versions:
  6. Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004. "The Effects of Uncertainty on the Leverage of Non-Financial Firms," Boston College Working Papers in Economics 602, Boston College Department of Economics, revised 27 Jul 2007. [Downloadable!]
    Other versions:
  7. Carlo Cottarelli & Julio Escolano, 2004. "Assessing the Assessment: A Critical Look at the June 2003 Assessment of the United Kingdom's Five Tests for Euro Entry," IMF Working Papers 04/116, International Monetary Fund. [Downloadable!]
  8. Joseph P. Byrne & Jun Nagayasu, 2008. "Common and idiosyncratic factors of the exchange risk premium in emerging European markets," Working Papers 2008_28, Department of Economics, University of Glasgow. [Downloadable!]
  9. Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008. "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage," Boston College Working Papers in Economics 688, Boston College Department of Economics. [Downloadable!]
  10. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany," Discussion Papers of DIW Berlin 638, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    Other versions:
  11. Mandler, Martin, 2007. "The Taylor rule and interest rate uncertainty in the U.S. 1970-2006," MPRA Paper 2340, University Library of Munich, Germany, revised May 2009. [Downloadable!]
  12. Oleksandr Talavera & Andriy Tsapin & Oleksandr Zholud, 2006. "Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine," Discussion Papers of DIW Berlin 637, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by encouraging others to register as authors.

This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.