Neoclassical Theory of Investment Behavior: A Comment
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. 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.
Bibliographic InfoArticle provided by MIT Press in its journal Review of Economics & Statistics.
Volume (Year): 52 (1970)
Issue (Month): 2 (May)
Contact details of provider:
Web page: http://mitpress.mit.edu/journals/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Robert Chirinko & Steven M. Fazzari & Andrew P. Meyer, 2002.
"That Elusive Elasticity: A Long-panel Approach to Estimating the Price Sensitivity of Business Capital,"
0202, Department of Economics, Emory University (Atlanta).
- Robert S. Chirinko & Steven M. Fazzari & Andrew P. Meyer, 2002. "That Elusive Elasticity: A Long-Panel Approach To Estimating The Price Sensitivity Of Business Capital," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B3-1, International Conferences on Panel Data.
- Robert S. Chirinko & Steven M. Fazzari & Andrew P. Meyer, 2004. "That Elusive Elasticity: A Long-Panel Approach to Estimating the Capital-Labor Substitution Elasticity," CESifo Working Paper Series 1240, CESifo Group Munich.
- Samuel, Cherian, 1996. "The investment decision : a re-examination of competing theories using panel data," Policy Research Working Paper Series 1656, The World Bank.
- Robert S. Chirinko & Ulf von Kalckreuth, 2003.
"On the German Monetary Transmission Mechanism: Interest Rate and Credit Channels for Investment Spending,"
CESifo Working Paper Series
838, CESifo Group Munich.
- Robert Chirinko & Ulf von Kalckreuth, 2002. "On The German Monetary Transmission Mechanism: Interest Rate and Credit Channels for Investment Spending," Emory Economics 0212, Department of Economics, Emory University (Atlanta).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Karie Kirkpatrick).
If references are entirely missing, you can add them using this form.