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Citations for "The Effect of Uncertainty on Investment: Some Stylized Facts"

by John V. Leahy & Toni M. Whited

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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. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Ofair Razin & Susan M. Collins, 1997. "Real Exchange Rate Misalignments and Growth," International Finance 9707001, EconWPA. [Downloadable!]
  3. Vivek Ghosal & Prakash Loungani, 1995. "Product market competition and the impact of price uncertainty on investment: some evidence from U.S. manufacturing industries," International Finance Discussion Papers 517, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  4. Hiroyuki Kasahara, 2003. "Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model," Working Papers 1014, Queen's University, Department of Economics. [Downloadable!]
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  5. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2008. "On the Investment Sensitivity of Debt under Uncertainty," Boston College Working Papers in Economics 686, Boston College Department of Economics. [Downloadable!]
  6. Simon Gilchrist & John Williams, 1998. "Investment, capacity, and output: a putty-clay approach," Finance and Economics Discussion Series 1998-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Toole, Andrew A. & Czarnitzki, Dirk, 2008. "The R&D Investment-Uncertainty Relationship: Do Competition and Firm Size Matter?," ZEW Discussion Papers 08-013, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  8. Stephen Bond & Domenico Lombardi, 2005. "Why Is Micro Evidence on the Effects of Uncertainty Not Replicated In Macro Data?," IMF Working Papers 05/158, International Monetary Fund. [Downloadable!]
  9. Vivek Ghosal & Prakash Loungani, 1996. "Firm size and the impact of profit-margin uncertainty on investment: do financing constraints play a role?," International Finance Discussion Papers 557, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  10. 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!]
  11. Enrico Saltari & Davide Ticchi, 2004. "Risk Aversion, Intertemporal Substitution, And The Aggregate Investment-Uncertainty Relationship," Working Papers 69, Sapienza University of Rome, Department of Public Economics. [Downloadable!]
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  12. Alan Carruth & Andy Dickerson & Andrew Henley, 1998. "What Do We Know About Investment Under Uncertainty?," Studies in Economics 9804, Department of Economics, University of Kent. [Downloadable!]
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  13. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Economics and Finance Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  14. Carlsson, Mikael, 2004. "Investment and Uncertainty: A Theory-Based Empirical Approach," Working Paper Series 2004:17, Uppsala University, Department of Economics. [Downloadable!]
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  15. Hjalmar Boehm & Michael Funke & Nikolaus A. Siegfried, 2000. "Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany," Econometric Society World Congress 2000 Contributed Papers 0112, Econometric Society. [Downloadable!]
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  16. Stephen R. Bond & Jason G. Cummins, 2004. "Uncertainty and investment: an empirical investigation using data on analysts' profits forecasts," Finance and Economics Discussion Series 2004-20, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  17. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty," Boston College Working Papers in Economics 638, Boston College Department of Economics, revised 26 Apr 2008. [Downloadable!]
  18. Juan de Dios Tena & Francesco Giovannoni, 2005. "Market Concentration, Macroeconomic Uncertainty and Monetary Policy," Bristol Economics Discussion Papers 05/576, Department of Economics, University of Bristol, UK. [Downloadable!]
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  19. Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics, revised Sep 2006. [Downloadable!]
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  20. Ming-Cheng Wu & Chun-Yao Tseng, 2006. "Valuation of patent -- a real options perspective," Applied Economics Letters, Taylor and Francis Journals, vol. 13(5), pages 313-318, April. [Downloadable!] (restricted)
  21. Nick Bloom & John Van Reenen & Stephen Bond, 2006. "Uncertainty and Investment Dynamics," NBER Working Papers 12383, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  23. Nick Bloom, 2006. "The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation," CEP Discussion Papers dp0718, Centre for Economic Performance, LSE. [Downloadable!]
  24. Abdullah Yavas & C. Sirmans, 2005. "Real Options: Experimental Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 31(1), pages 27-52, August. [Downloadable!] (restricted)
  25. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 2000. "Investigating the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers 20008, Hamburg University, Department of Economics. [Downloadable!]
  26. Mailand, Wilhelm, 1998. "Zum Einfluss von Unsicherheit auf die gesamtwirtschaftliche Investitionstatigkeit," Discussion Paper Series 26305, Hamburg Institute of International Economics. [Downloadable!]
  27. Michael Gavin, 1997. "A Decade of Reform in Latin America: Has it Delivered Lower Volatility?," RES Working Papers 4076, Inter-American Development Bank, Research Department. [Downloadable!]
  28. Czarnitzki, Dirk & Toole, Andrew A., 2006. "Business R&D and the Interplay of R&D Subsidies and Market Uncertainty," ZEW Discussion Papers 06-55, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  29. Robert Lensink, 2002. "Is the uncertainty-investment link non-linear? Empirical evidence for developed economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(1), pages 131-147, March. [Downloadable!] (restricted)
  30. Pedro Rui Mazeda Gil, 2004. "Expected Profitability of Capital under Uncertainty – a Microeconomic Perspective," FEP Working Papers 157, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
  31. Ricardo Hausmann & Michael Gavin, 1996. "Asegurar la estabilidad y el crecimiento en una región propensa a las sacudidas: los retos de políticas para América Latina," RES Working Papers 4021, Inter-American Development Bank, Research Department. [Downloadable!]
  32. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data," Department of Economics Discussion Papers 0405, Department of Economics, University of Surrey. [Downloadable!]
  33. Simon Gilchrist & John C. Williams, 2005. "Investment, Capacity, and Uncertainty: A Putty-Clay Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 1-27, January. [Downloadable!] (restricted)
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  34. Elena Bontempi & Roberto Golinelli & Giuseppe Parigi, 2007. "Why demand uncertainty curbs investment: Evidence froma a panel of Italian manufacturing firms," Temi di discussione (Economic working papers) 621, Bank of Italy, Economic Research Department. [Downloadable!]
  35. Serven, Luis, 1997. "Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa," Policy Research Working Paper Series 1722, The World Bank. [Downloadable!]
  36. Carlo Altomonte & Enrico Pennings, 2004. "The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model," Working Papers 259, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  37. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Firm Investment and Financial Frictions," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  38. Arno Riedl & Frans van Winden, 2003. "Input Versus Output Taxation in an Experimental International Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  39. Ricardo Hausmann & Michael Gavin, 1996. "Securing Stability and Growth in a Shock Prone Region: The Policy Challenge for Latin America," RES Working Papers 4020, Inter-American Development Bank, Research Department. [Downloadable!]
  40. Nicholas Bloom, 2007. "The Impact of Uncertainty Shocks," NBER Working Papers 13385, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  41. SHINADA Naoki, 2008. "Corporate Investment and Uncertainty: An empirical analysis," Discussion papers 08033, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
  42. Enrico Pennings, . "How to Maximize Domestic Benefits from Irreversible Foreign Investments," Working Papers 205, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  43. Ofair Razin & Susan M. Collins, 1997. "Real Exchange Rate Misalignments and Growth," NBER Working Papers 6174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  44. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Firm Investment," Boston College Working Papers in Economics 646, Boston College Department of Economics, revised 24 Feb 2007. [Downloadable!]
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  45. Sergio Lehmann, 1997. "Investment under Uncertainty and Financial Market Development: A q-Theory Approach," Working Papers Central Bank of Chile 17, Central Bank of Chile. [Downloadable!]
  46. Dirk Czarnitzki & Andrew Toole, 2007. "Business R&D and the Interplay of R&D Subsidies and Product Market Uncertainty," Review of Industrial Organization, Springer, vol. 31(3), pages 169-181, November. [Downloadable!] (restricted)
  47. Sabien Dobbelaere & Roland Iwan Luttens & Bettina Peters, 2009. "Starting an R&D Project under Uncertainty," Tinbergen Institute Discussion Papers 09-044/3, Tinbergen Institute. [Downloadable!]
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  48. Marcel Gérard & Frédéric Verscueren, 2002. "Finance, uncertainty and investment: assessing the gains and losses of a generalized non linear structural approach using Belgian panel data," Research series 200205-7, National Bank of Belgium. [Downloadable!]
  49. Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006. "The Impact of Uncertainty on Investment: A Meta-Analysis," Tinbergen Institute Discussion Papers 06-060/3, Tinbergen Institute. [Downloadable!]
  50. Timothy Dunne & Xiaoyi Mu, 2008. "Investment spikes and uncertainty in the petroleum refining industry," Working Paper 0805, Federal Reserve Bank of Cleveland. [Downloadable!]
  51. Jean Sepulveda-Umanzor, 2004. "The Relation Between Macroeconomic Uncertainty And The Expected Performance Of the Economy," Econometric Society 2004 Latin American Meetings 304, Econometric Society. [Downloadable!]
  52. Odening, Martin & Musshoff, Oliver & Huettel, Silke, 2003. "Empirische Validierung von Realoptionsmodellen," Working Paper Series 18825, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]
  53. Brahmbhatt, Milan & Srinivasan, T.G. & Murrell, Kim, 1996. "India in the global economy," Policy Research Working Paper Series 1681, The World Bank. [Downloadable!]
  54. Michael Gavin, 1997. "Una década de reformas en América Latina: ¿Ha producido una menor inestabilidad?," RES Working Papers 4077, Inter-American Development Bank, Research Department. [Downloadable!]
  55. Pennings, Enrico & Sleuwaegen, Leo, 2000. "The Choice and Timing of Foreign Market Entry under Uncertainty," CEPR Discussion Papers 2470, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  56. Oivind Anti Nilsen & Fabio Schiantarelli, 1996. "Zeroes and Lumps in Investment: Empirical Evidence on Irreversibilities and Non-Convexities," Boston College Working Papers in Economics 337., Boston College Department of Economics, revised 01 Nov 2000. [Downloadable!]
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  57. Comin, D., 2000. "An Uncertainty-Driven Theory of the Productivity Slowdown: Manufacturing," Working Papers 00-16, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  58. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2002. "Investment, uncertainty and irreversibility: evidence from belgian accounting data," Research series 200205-4, National Bank of Belgium. [Downloadable!]
  59. Michael S. Gibson, 1997. "The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships," International Finance Discussion Papers 584, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  60. Admasu Shiferaw, 2009. "Which Firms Invest Less Under Uncertainty? Evidence from Ethiopian Manufacturing," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 2, Courant Research Centre PEG. [Downloadable!]
  61. Mariana Mazzucato & Massimiliano Tancioni, 2005. "Innovation and Idiosyncratic Risk," Computing in Economics and Finance 2005 81, Society for Computational Economics. [Downloadable!]
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  62. Katrakilidis, Constantinos P. & Tabakis, Nikolaos, 2004. "Macroeconomic Uncertainty and Sectoral Output Performance: Empirical Evidence from Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 5(1), January. [Downloadable!]
  63. Robert Lensink & Hong Bo & Elmer Sterken, 1999. "Does uncertainty affect economic growth? An empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 379-396, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-18.

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