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Investment rigidity and policy measures

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Author Info
Serra, Teresa
Stefanou, Spiro
Gil, Jose M.
Featherstone, Allen

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Abstract

This paper assesses the impacts of decoupled government transfers on production decisions of a sample of Kansas farms observed from 1996 to 2001. Our model allows for risk, risk attitudes and the intertemporal investment decisions. We also allow for different adjustments of the decision variables depending on the predominant economic conditions. The theoretical model is estimated using the threshold regression methods proposed by Hansen (1999). Threshold effects are allowed to characterize the behavior of output supply and quasi-fixed and variable input demand.. The econometric results support the existence of three regimes characterized by different economic behavior. Our analysis suggests that in a dynamic setting with risk and non-risk neutral economic agents, decoupled transfers can have a powerful influence on decisions taken by economic agents. The dynamics of the stock of capital cause this influence to grow over time.

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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida with number 6511.

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Date of creation: 2008
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Handle: RePEc:ags:aaea08:6511

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Related research
Keywords: Investment; Decoupling; Threshold Behaviour; Farm Management; Risk and Uncertainty;

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  1. Pietola, Kyosti S & Myers, Robert J, 2000. " Investment under Uncertainty and Dynamic Adjustment in the Finnish Pork Industry," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 82(4), pages 956-67, November. [Downloadable!] (restricted)
  2. Hennessy, David A., 1998. "The Production Effects of Agricultural Income Support Policies under Uncertainty," Staff General Research Papers 1207, Iowa State University, Department of Economics.
  3. Gardner, Bruce L, 1992. "Changing Economic Perspectives on the Farm Problem," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 62-101, March. [Downloadable!] (restricted)
  4. Teresa Serra & David Zilberman & Barry K. Goodwin & Keijo Hyvonen, 2005. "Replacement of Agricultural Price Supports by Area Payments in the European Union and the Effects on Pesticide Use," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 87(4), pages 870-884, November. [Downloadable!] (restricted)
  5. Rothschild, Michael, 1971. "On the Cost of Adjustment," The Quarterly Journal of Economics, MIT Press, vol. 85(4), pages 605-22, November. [Downloadable!] (restricted)
  6. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-30, March. [Downloadable!] (restricted)
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  7. Brenda L. Boetel & Ruben Hoffmann & Donald J. Liu, 2007. "Estimating Investment Rigidity within a Threshold Regression Framework: The Case of U.S. Hog Production Sector," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 89(1), pages 36-51, 02. [Downloadable!] (restricted)
  8. Epstein, Larry G & Denny, Michael G S, 1983. "The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing," Econometrica, Econometric Society, vol. 51(3), pages 647-74, May. [Downloadable!] (restricted)
  9. McLaren, Keith R & Cooper, Russel J, 1980. "Intertemporal Duality: Application to the Theory of the Firm," Econometrica, Econometric Society, vol. 48(7), pages 1755-62, November. [Downloadable!] (restricted)
  10. Hansen, Bruce E., 1999. "Threshold effects in non-dynamic panels: Estimation, testing, and inference," Journal of Econometrics, Elsevier, vol. 93(2), pages 345-368, December. [Downloadable!] (restricted)
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  11. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March. [Downloadable!] (restricted)
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