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An equilibrium model of irreversible investment

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  • Kogan, Leonid

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 62 (2001)
Issue (Month): 2 (November)
Pages: 201-245

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Handle: RePEc:eee:jfinec:v:62:y:2001:i:2:p:201-245
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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  25. Caballero, Ricardo J. & Pindyck, Robert S., 1992. "Uncertainty, investment, and industry evolution," Working papers 3460-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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  27. Fumio Hayashi, 1981. "Tobin's Marginal q and Average a : A Neoclassical Interpretation," Discussion Papers 457, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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  37. Avinash Dixit, 1989. "Hysteresis, Import Penetration, and Exchange Rate Pass-Through," The Quarterly Journal of Economics, Oxford University Press, vol. 104(2), pages 205-228.
  38. Andrew B. Abel & Janice C. Eberly, 1996. "Optimal Investment with Costly Reversibility," Review of Economic Studies, Oxford University Press, vol. 63(4), pages 581-593.
  39. L. Johansen, 1967. "Some Theoretical Properties of a Two-Sector Model of Optimal Growth," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 125-141.
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