Time-varying investment dynamics in the USA
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More about this item
Keywords
Investment dynamics; Tobin’s q; cash flow; time-varying parameters; vector autoregression; stochastic volatility JEL Classification: C11; C32; E22; E32; G31;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2024-01-29 (Corporate Finance)
- NEP-FDG-2024-01-29 (Financial Development and Growth)
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