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On the Invariance of the Rate of Return to Convex Adjustment Costs

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  • Andrew B. Abel

Abstract

This paper was an accidental re-issue of w8635

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Bibliographic Info

Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 8649.

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Date of creation: Dec 2001
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Publication status: published as Abel, Andrew B. "On The Invariance Of The Rate Of Return To Convex Adjustment Costs," Review of Economic Dynamics, 2002, v5(3,Jul), 586-601.
Handle: RePEc:nbr:nberwo:8649

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References

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  1. Andrew B. Abel, 2002. "The effects of a baby boom on stock prices and capital accumulation in the presence of Social Security," Working Papers 03-2, Federal Reserve Bank of Philadelphia.
  2. Baxter, Marianne & Crucini, Mario J, 1993. "Explaining Saving-Investment Correlations," American Economic Review, American Economic Association, vol. 83(3), pages 416-36, June.
  3. Marianne Baxter & Urban J. Jermann, 1999. "Household Production and the Excess Sensitivity of Consumption to Current Income," NBER Working Papers 7046, National Bureau of Economic Research, Inc.
  4. Jermann, Urban J., 1998. "Asset pricing in production economies," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 257-275, April.
  5. Basu, Parantap, 1987. "An Adjustment Cost Model of Asset Pricing," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 609-21, October.
  6. Robert E. Lucas & Jr., 1967. "Adjustment Costs and the Theory of Supply," Journal of Political Economy, University of Chicago Press, vol. 75, pages 321.
  7. Lucas, Robert E, Jr & Prescott, Edward C, 1971. "Investment Under Uncertainty," Econometrica, Econometric Society, vol. 39(5), pages 659-81, September.
  8. Edmond S. Phelps, 1964. "Second Essay on the Golden Rule of Accumulation," Cowles Foundation Discussion Papers 173, Cowles Foundation for Research in Economics, Yale University.
  9. Abel, Andrew B & Blanchard, Olivier J, 1983. "An Intertemporal Model of Saving and Investment," Econometrica, Econometric Society, vol. 51(3), pages 675-92, May.
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Cited by:
  1. Bond, Stephen R. & Söderbom, Måns & Wu, Guiying, 2010. "Pursuing the Wrong Options? Adjustment Costs and the Relationship between Uncertainty and Capital Accumulation," Working Papers in Economics 449, University of Gothenburg, Department of Economics.
  2. Michael C. Burda, 2006. "What kind of shock was it? Regional Integration and Structural Change in Germany after Unification," SFB 649 Discussion Papers SFB649DP2006-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Andrew B. Abel, 2003. "The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security," Econometrica, Econometric Society, vol. 71(2), pages 551-578, March.
  4. Till Gross, 2013. "Capital Tax Competition and Dynamic Optimal Taxation," Carleton Economic Papers 13-08, Carleton University, Department of Economics.
  5. Michael C. Burda, 2006. "Factor Reallocation in Eastern Germany after Reunification," American Economic Review, American Economic Association, vol. 96(2), pages 368-374, May.

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