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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. Peeters, Marga, 1997. "Does demand and price uncertainty affect Belgian and Spanish corporate investment?," MPRA Paper 23604, University Library of Munich, Germany.
  2. Laarni Bulan & Christopher J. Mayer & C. Tsuriel Somerville, 2006. "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," NBER Working Papers 12486, National Bureau of Economic Research, Inc.
  3. Nauros F. Campos & Jeffrey B. Nugent, 2000. "Investment and Instability," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 337, William Davidson Institute at the University of Michigan.
  4. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, Elsevier, vol. 62(2), pages 201-245, November.
  5. Kimberly Burnett & James Roumasset & Yacov Tsur, 2007. "Delaying the Catastrophic Arrival of the Brown Tree Snake to Hawaii," Working Papers, University of Hawaii at Manoa, Department of Economics 200715, University of Hawaii at Manoa, Department of Economics.
  6. Anne Epaulard, 2001. "Présentation générale," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 149(3), pages 1-13.
  7. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Practical guide to real options in discrete time," Papers cond-mat/0404106, arXiv.org.
  8. Ansgar Belke & Daniel Gros, 2002. "Monetary Integration in the Southern Cone: Mercosur is not like the EU?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 72, Oesterreichische Nationalbank (Austrian Central Bank).
  9. Xin Guo & Jianjun Miao & Erwan Morellec, 2002. "Irreversible Investment with Regime Shifts," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp99, International Center for Financial Asset Management and Engineering.
  10. Vasia Panousi & Dimitris Papanikolaou, 2011. "Investment, idiosyncratic risk, and ownership," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2011-54, Board of Governors of the Federal Reserve System (U.S.).
  11. Andrea Caggese, 2001. "Financing constraints, irreversibility and investment dynamics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1008, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2006.
  12. 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, The World Bank 6716, The World Bank.
  13. Giovannoni, Francesco & de Dios Tena, Juan, 2008. "Market concentration, macroeconomic uncertainty and monetary policy," European Economic Review, Elsevier, Elsevier, vol. 52(6), pages 1097-1123, August.
  14. Svetlana Boyarchenko, 2001. "Capital Accumulation under Non-Gaussian Processes and the Marshallian Law," Penn CARESS Working Papers, Penn Economics Department 471ab9dee66c9aa1d3ef23dd9, Penn Economics Department.
  15. John Bailey Jones & Duc T. Le, 2002. "Optimal Investment with Lumpy Costs," Discussion Papers, University at Albany, SUNY, Department of Economics 02-02, University at Albany, SUNY, Department of Economics.
  16. Gil, Pedro Mazeda, 2012. "Investment under uncertainty: The nature of demand shocks and the expected profitability of capital," Economics Letters, Elsevier, Elsevier, vol. 114(2), pages 154-156.
  17. Svetlana Boyarchenko & Sergei Levendorskii, 2006. "General option exercise rules, with applications to embedded options and monopolistic expansion," 2006 Meeting Papers, Society for Economic Dynamics 312, Society for Economic Dynamics.
  18. Hartman, Richard & Hendrickson, Michael, 2002. "Optimal partially reversible investment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(3), pages 483-508, March.
  19. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Real options and the universal bad news principle," Levine's Bibliography 122247000000000430, UCLA Department of Economics.
  20. 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.
  21. Rune Jansen Hagen & Gaute Torsvik, 2007. "Irreversible Investments, Dynamic Inconsistency and Policy Convergence," CESifo Working Paper Series 1910, CESifo Group Munich.
  22. Jamet, Stephanie, 2004. "Irreversibility, uncertainty and growth," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(9), pages 1733-1756, July.
  23. Yu-Fu Chen & Michael Funke, 2005. "Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 20510, Hamburg University, Department of Economics.
  24. Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, Springer, vol. 15(4), pages 607-633, December.
  25. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 1999. "Discovering the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 19906, Hamburg University, Department of Economics.
  26. 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, International Association of Agricultural Economists 25621, International Association of Agricultural Economists.
  27. Chirinko, Robert S. & Schaller, Huntley, 2009. "The irreversibility premium," Journal of Monetary Economics, Elsevier, Elsevier, vol. 56(3), pages 390-408, April.
  28. 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, University of Gothenburg, Department of Economics 449, University of Gothenburg, Department of Economics.
  29. Saltari, Enrico & Ticchi, Davide, 2007. "Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(3), pages 622-648, April.
  30. Alessandra Guariglia & John Tsoukalas & Serafeim Tsoukas, . "Investment, irreversibility, and financing constraints in transition economies," Discussion Papers, University of Nottingham, School of Economics 10/03, University of Nottingham, School of Economics.
  31. John Van Reenen & Nick Bloom & Steve Bond, 2006. "Uncertainty and investment dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 2645, London School of Economics and Political Science, LSE Library.
  32. Bo, H. & Lensink, R., 2000. "Is the investment-uncertainty relationship non-linear? : an emperical [i.e. empirical] analysis for the Netherlands," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) 00E44, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  33. Christopher Adam & Stephen A. O`Connell, 1997. "Aid, taxation and development: analytical perspectives on aid effectiveness in Sub-Saharan Africa," Economics Series Working Papers, University of Oxford, Department of Economics WPS/1997-05, University of Oxford, Department of Economics.
  34. Gutierrez, Oscar, 2007. "Devaluating projects and the investment-uncertainty relationship," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(12), pages 3881-3888, December.
  35. Gianluca Femminis, 2012. "Risk aversion heterogeneity and the investment-uncertainty relationship," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) itemq1260, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  36. Pedro Rui Mazeda Gil, 2004. "Expected Profitability of Capital under Uncertainty – a Microeconomic Perspective," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto 157, Universidade do Porto, Faculdade de Economia do Porto.
  37. Caballero, Ricardo J., 1999. "Aggregate investment," Handbook of Macroeconomics, Elsevier, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 12, pages 813-862 Elsevier.
  38. Bo, Hong & Sterken, Elmer, 2002. "Volatility of the interest rate, debt and firm investment: Dutch evidence," Journal of Corporate Finance, Elsevier, Elsevier, vol. 8(2), pages 179-193, March.
  39. Domenico Lombardi & Stephen Bond, 2005. "Why is Micro Evidenceon the Effects of Uncertainty Not Replicated in Macro Data?," IMF Working Papers, International Monetary Fund 05/158, International Monetary Fund.
  40. Bontempi, Maria Elena & Golinelli, Roberto & Parigi, Giuseppe, 2010. "Why demand uncertainty curbs investment: Evidence from a panel of Italian manufacturing firms," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(1), pages 218-238, March.
  41. 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.
  42. Pedro Rui Mazeda Gil, 2005. "The Firm’s Perception of Demand Shocks and the Expected Profitability of Capital under Uncertainty," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto 195, Universidade do Porto, Faculdade de Economia do Porto.
  43. Henriques, Irene & Sadorsky, Perry, 2011. "The effect of oil price volatility on strategic investment," Energy Economics, Elsevier, Elsevier, vol. 33(1), pages 79-87, January.
  44. Drakos, Konstantinos & Goulas, Eleftherios, 2006. "Investment and conditional uncertainty: The role of market power, irreversibility, and returns-to-scale," Economics Letters, Elsevier, Elsevier, vol. 93(2), pages 169-175, November.
  45. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Universal bad news principle and pricing of options on dividend-paying assets," Papers cond-mat/0404108, arXiv.org.
  46. Sodal, Sigbjorn, 2006. "Entry and exit decisions based on a discount factor approach," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(11), pages 1963-1986, November.
  47. Luintel, Kul B. & Mavrotas, George, 2005. "Examining Private Investment Heterogeneity: Evidence from a Dynamic Panel," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) DP2005/11, World Institute for Development Economic Research (UNU-WIDER).
  48. Robert S. Chirinko & Debdulal Mallick, 2008. "The Marginal Product of Capital: A Persistent International Puzzle," CESifo Working Paper Series 2399, CESifo Group Munich.
  49. 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, Kiel Institute for the World Economy, vol. 2(9), pages 1-26.
  50. Jean Imbs, 2006. "Growth and Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 06-09, Swiss Finance Institute.
  51. Gerald Stuber, 2001. "Implications of Uncertainty about Long-Run Inflation and the Price Level," Working Papers, Bank of Canada 01-16, Bank of Canada.
  52. Stephen R. Bond & Jason G. Cummins, 2004. "Uncertainty and investment: an empirical investigation using data on analysts' profits forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-20, Board of Governors of the Federal Reserve System (U.S.).
  53. 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, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(2), pages 29-60, December.
  54. 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, Boston University - Department of Economics dp-181, Boston University - Department of Economics.
  55. Luis Alvarez, 2010. "Irreversible capital accumulation under interest rate uncertainty," Computational Statistics, Springer, Springer, vol. 72(2), pages 249-271, October.
  56. Wong, Kit Pong, 2010. "The effects of irreversibility on the timing and intensity of lumpy investment," Economic Modelling, Elsevier, Elsevier, vol. 27(1), pages 97-102, January.
  57. Miquel Faig, 1997. "INVESTMENT IRREVERSIBILITY IN GENERAL EQUILIBRIUM: Capital Accumulation, Interest Rates, and the Risk Premium," Working Papers, University of Toronto, Department of Economics faig-97-01, University of Toronto, Department of Economics.
  58. Pavlova, Anna, 2002. "Adjustment Costs, Learning-by-Doing, and Technology Adoption Under Uncertainty," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management 4369-01, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  59. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance, EconWPA 0501014, EconWPA.
  60. Bo, Hong & Zhang, Zhihai, 2002. "The impact of uncertainty on firm investment: evidence from machinery industry in Liaoning province of China," Economic Systems, Elsevier, Elsevier, vol. 26(4), pages 335-352, December.
  61. Alvarez, Luis H.R., 2011. "Optimal capital accumulation under price uncertainty and costly reversibility," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(10), pages 1769-1788, October.
  62. Nicholas Bloom, 2000. "The dynamic effects of real options and irreversibility on investment and labour demand," IFS Working Papers, Institute for Fiscal Studies W00/15, Institute for Fiscal Studies.
  63. Svetlana Boyarchenko, 2004. "Irreversible Decisions and Record-Setting News Principles," American Economic Review, American Economic Association, American Economic Association, vol. 94(3), pages 557-568, June.
  64. Juan de Dios Tena & A. R. Tremayne, 2006. "Modelling Monetary Transmission In Uk Manufacturing Industry," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws062911, Universidad Carlos III, Departamento de Estadística y Econometría.
  65. Grier, Robin & Grier, Kevin B., 2006. "On the real effects of inflation and inflation uncertainty in Mexico," Journal of Development Economics, Elsevier, Elsevier, vol. 80(2), pages 478-500, August.
  66. Mohn, Klaus & Misund, Bård, 2009. "Investment and uncertainty in the international oil and gas industry," Energy Economics, Elsevier, Elsevier, vol. 31(2), pages 240-248, March.
  67. Rijkers, Bob & Söderbom, Måns, 2013. "The Effects of Risk and Shocks on Non-Farm Enterprise Development in Rural Ethiopia," World Development, Elsevier, Elsevier, vol. 45(C), pages 119-136.
  68. Caruso, Massimo, 2001. "Investment and the persistence of price uncertainty," Research in Economics, Elsevier, Elsevier, vol. 55(2), pages 189-217, June.
  69. Hjalmar Boehm & Michael Funke, 2000. "Optimal Investment Strategies under Demand and Tax Policy Uncertainty," CESifo Working Paper Series 311, CESifo Group Munich.
  70. Richard Hartman & Michael Hendrickson, 1999. "Optimal Partially Reversible Investment," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 0032, Department of Economics at the University of Washington.