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Citations for "The Effects of Irreversibility and Uncertainty on Capital Accumulation"

by Andrew B. Abel & Janice C. Eberly

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  1. Benczúr, Péter, 2007. "Az adókulcsok hatása a különböző gazdasági szereplők viselkedésére - irodalmi összefoglaló
    [The effect of tax rates on the behaviour of various economic actors. A review of the literatu
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 125-141.
  2. Boyarchenko Svetlana & Levendorskii Sergei Z, 2006. "General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-51, June.
  3. Anna Pavlova, . ""Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty''," CARESS Working Papres 99-07, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  4. Caruso, Massimo, 2001. "Investment and the persistence of price uncertainty," Research in Economics, Elsevier, vol. 55(2), pages 189-217, June.
  5. 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.
  6. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Practical guide to real options in discrete time," Finance 0405016, EconWPA.
  7. Saltari, Enrico & Ticchi, Davide, 2007. "Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 622-648, April.
  8. Kimberly Burnett & James Roumasset & Yacov Tsur, 2007. "Delaying the Catastrophic Arrival of the Brown Tree Snake to Hawaii," Working Papers 200715, University of Hawaii at Manoa, Department of Economics.
  9. Bo, Hong & Sterken, Elmer, 2002. "Volatility of the interest rate, debt and firm investment: Dutch evidence," Journal of Corporate Finance, Elsevier, vol. 8(2), pages 179-193, March.
  10. Cabalero, R.J., 1997. "Aggregaete Investment," Working papers 97-20, Massachusetts Institute of Technology (MIT), Department of Economics.
  11. Luintel, Kul B. & Mavrotas, George, 2005. "Examining Private Investment Heterogeneity: Evidence from a Dynamic Panel," Working Paper Series DP2005/11, World Institute for Development Economic Research (UNU-WIDER).
  12. Yu-Fu Chen & Michael Funke, 2005. "Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective," CESifo Working Paper Series 1563, CESifo Group Munich.
  13. 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.
  14. Domenico Lombardi & Stephen Bond, 2005. "Why is Micro Evidenceon the Effects of Uncertainty Not Replicated in Macro Data?," IMF Working Papers 05/158, International Monetary Fund.
  15. Svetlana Boyarchenko, 2004. "Irreversible Decisions and Record-Setting News Principles," American Economic Review, American Economic Association, vol. 94(3), pages 557-568, June.
  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.).
  17. Miquel Faig, 1997. "INVESTMENT IRREVERSIBILITY IN GENERAL EQUILIBRIUM: Capital Accumulation, Interest Rates, and the Risk Premium," Working Papers faig-97-01, University of Toronto, Department of Economics.
  18. Pedro Rui Mazeda Gil, 2005. "The Firm’s Perception of Demand Shocks and the Expected Profitability of Capital under Uncertainty," FEP Working Papers 195, Universidade do Porto, Faculdade de Economia do Porto.
  19. Giovannoni, Francesco & de Dios Tena, Juan, 2008. "Market concentration, macroeconomic uncertainty and monetary policy," European Economic Review, Elsevier, vol. 52(6), pages 1097-1123, August.
  20. Vasia Panousi & Dimitris Papanikolaou, 2011. "Investment, idiosyncratic risk, and ownership," Finance and Economics Discussion Series 2011-54, Board of Governors of the Federal Reserve System (U.S.).
  21. 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.
  22. Hjalmar Boehm & Michael Funke, 2000. "Optimal Investment Strategies under Demand and Tax Policy Uncertainty," CESifo Working Paper Series 311, CESifo Group Munich.
  23. Jean Imbs, 2006. "Growth and Volatility," Swiss Finance Institute Research Paper Series 06-09, Swiss Finance Institute.
  24. Robert S. Chirinko & Huntley Schaller, 2008. "The Irreversibility Premium," CESifo Working Paper Series 2265, CESifo Group Munich.
  25. Hagen, Rune Jansen & Torsvik, Gaute, 2008. "Irreversible investments, dynamic inconsistency and policy convergence," Working Papers in Economics 02/07, University of Bergen, Department of Economics.
  26. Luis Alvarez, 2010. "Irreversible capital accumulation under interest rate uncertainty," Computational Statistics, Springer, vol. 72(2), pages 249-271, October.
  27. Ansgar Belke & Daniel Gros, 2002. "Monetary Integration in the Southern Cone: Mercosur Is Not Like the EU," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 204/2002, Department of Economics, University of Hohenheim, Germany.
  28. John Van Reenen & Nick Bloom & Steve Bond, 2006. "Uncertainty and investment dynamics," LSE Research Online Documents on Economics 2645, London School of Economics and Political Science, LSE Library.
  29. Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
  30. Sodal, Sigbjorn, 2006. "Entry and exit decisions based on a discount factor approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1963-1986, November.
  31. Inoue, Tetsuya, 1998. "Impact of Information Technology and Implications for Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(2), pages 29-60, December.
  32. Peeters, Marga, 1997. "Does demand and price uncertainty affect Belgian and Spanish corporate investment?," MPRA Paper 23604, University Library of Munich, Germany.
  33. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Real options and the universal bad news principle," Finance 0405011, EconWPA.
  34. Laarni Bulan & Christopher Mayer & C. Tsuriel Somerville, . "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," Zell/Lurie Center Working Papers 391, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  35. Campos, Nauro F & Nugent, Jeffrey B, 2000. "Investment and Instability," CEPR Discussion Papers 2609, C.E.P.R. Discussion Papers.
  36. Andrea Caggese, 2003. "Financing Constraints, Irreversibility, and Investment Dynamics," FMG Discussion Papers dp440, Financial Markets Group.
  37. Alessandra Guariglia & John Tsoukalas & Serafeim Tsoukas, . "Investment, irreversibility, and financing constraints in transition economies," Discussion Papers 10/03, University of Nottingham, School of Economics.
  38. 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.
  39. Rijkers, Bob & Söderbom, Måns, 2013. "The Effects of Risk and Shocks on Non-Farm Enterprise Development in Rural Ethiopia," World Development, Elsevier, vol. 45(C), pages 119-136.
  40. Henriques, Irene & Sadorsky, Perry, 2011. "The effect of oil price volatility on strategic investment," Energy Economics, Elsevier, vol. 33(1), pages 79-87, January.
  41. Gerald Stuber, 2001. "Implications of Uncertainty about Long-Run Inflation and the Price Level," Working Papers 01-16, Bank of Canada.
  42. Jianjun Miao, 2009. "Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-181, Boston University - Department of Economics.
  43. Richard Hartman & Michael Hendrickson, 1999. "Optimal Partially Reversible Investment," Discussion Papers in Economics at the University of Washington 0032, Department of Economics at the University of Washington.
  44. Burger, Martijn & Ianchovichina, Elena & Rijkers, Bob, 2013. "Risky business : political instability and greenfield foreign direct investment in the Arab world," Policy Research Working Paper Series 6716, The World Bank.
  45. Juan de Dios Tena & A. R. Tremayne, 2006. "Modelling Monetary Transmission In Uk Manufacturing Industry," Statistics and Econometrics Working Papers ws062911, Universidad Carlos III, Departamento de Estadística y Econometría.
  46. Christopher Adam & Stephen A. O`Connell, 1997. "Aid, taxation and development: analytical perspectives on aid effectiveness in Sub-Saharan Africa," Economics Series Working Papers WPS/1997-05, University of Oxford, Department of Economics.
  47. Drakos, Konstantinos & Goulas, Eleftherios, 2006. "Investment and conditional uncertainty: The role of market power, irreversibility, and returns-to-scale," Economics Letters, Elsevier, vol. 93(2), pages 169-175, November.
  48. Anne Epaulard, 2001. "Présentation générale," Économie et Prévision, Programme National Persée, vol. 149(3), pages 1-13.
  49. Xin Guo & Jianjun Miao & Erwan Morellec, 2002. "Irreversible Investment with Regime Shifts," FAME Research Paper Series rp99, International Center for Financial Asset Management and Engineering.
  50. Svetlana Boyarchenko, 2001. "Capital Accumulation under Non-Gaussian Processes and the Marshallian Law," Penn CARESS Working Papers 471ab9dee66c9aa1d3ef23dd9, Penn Economics Department.
  51. John Bailey Jones & Duc T. Le, 2002. "Optimal Investment with Lumpy Costs," Discussion Papers 02-02, University at Albany, SUNY, Department of Economics.
  52. Gil, Pedro Mazeda, 2012. "Investment under uncertainty: The nature of demand shocks and the expected profitability of capital," Economics Letters, Elsevier, vol. 114(2), pages 154-156.
  53. Jamet, Stephanie, 2004. "Irreversibility, uncertainty and growth," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1733-1756, July.
  54. Tomat, Gian Maria, 2008. "Modeling the Effects of Financial Constraints on Firm's Investment," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(9), pages 1-26.
  55. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, vol. 62(2), pages 201-245, November.
  56. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Universal bad news principle and pricing of options on dividend-paying assets," Papers cond-mat/0404108, arXiv.org.
  57. Gianluca Femminis, 2012. "Risk aversion heterogeneity and the investment-uncertainty relationship," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi itemq1260, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  58. Hartman, Richard & Hendrickson, Michael, 2002. "Optimal partially reversible investment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(3), pages 483-508, March.
  59. Wong, Kit Pong, 2010. "The effects of irreversibility on the timing and intensity of lumpy investment," Economic Modelling, Elsevier, vol. 27(1), pages 97-102, January.
  60. Gutierrez, Oscar, 2007. "Devaluating projects and the investment-uncertainty relationship," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3881-3888, December.
  61. Mohn, Klaus & Misund, Bård, 2009. "Investment and uncertainty in the international oil and gas industry," Energy Economics, Elsevier, vol. 31(2), pages 240-248, March.
  62. Nicholas Bloom, 2000. "The dynamic effects of real options and irreversibility on investment and labour demand," IFS Working Papers W00/15, Institute for Fiscal Studies.
  63. Bo, Hong & Zhang, Zhihai, 2002. "The impact of uncertainty on firm investment: evidence from machinery industry in Liaoning province of China," Economic Systems, Elsevier, vol. 26(4), pages 335-352, December.
  64. 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 and International Relations Area.
  65. Robert S. Chirinko & Debdulal Mallick, 2008. "The Marginal Product of Capital: A Persistent International Puzzle," CESifo Working Paper Series 2399, CESifo Group Munich.
  66. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance 0501014, EconWPA.
  67. Grier, Robin & Grier, Kevin B., 2006. "On the real effects of inflation and inflation uncertainty in Mexico," Journal of Development Economics, Elsevier, vol. 80(2), pages 478-500, August.
  68. Alvarez, Luis H.R., 2011. "Optimal capital accumulation under price uncertainty and costly reversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1769-1788, October.
  69. Bo, H. & Lensink, R., 2000. "Is the investment-uncertainty relationship non-linear? : an emperical [i.e. empirical] analysis for the Netherlands," Research Report 00E44, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  70. Goncharova, Natalia V. & Oskam, Arie J., 2006. "Investment Spikes in Dutch Horticulture: An Analysis at Firm and Aggregate Firm Level Over the Period 1975-1999," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25621, International Association of Agricultural Economists.