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Citations for "On the Sign of the Investment-Uncertainty Relationship"

by Caballero, Ricardo J

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  1. Luis H.R. Alvarez & Erkki Koskela, 2004. "Irreversible investment under interest rate variability: new results," Others 0404007, EconWPA.
  2. Belke, Ansgar H. & Göcke, Matthias, 2004. "Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?," IZA Discussion Papers 1126, Institute for the Study of Labor (IZA).
  3. Mohey-ud-din, Ghulam & Siddiqi, Muhammad Wasif, 2013. "GDP Fluctuations and Private Investment: A Macro Panel Analysis of Selected South Asian Countries," MPRA Paper 60231, University Library of Munich, Germany, revised 15 Jun 2014.
  4. Fabio Busetti & Claire Giordano & Giordano Zevi, 2016. "The Drivers of Italy’s Investment Slump During the Double Recession," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 2(2), pages 143-165, July.
  5. Kala Krishna & Ling Hui Tan & Ram Ranjan, 2002. "Quantity Controls, License Transferability, and the Level of Investment," NBER Working Papers 8796, National Bureau of Economic Research, Inc.
  6. Turnovsky, Stephen J. & Chattopadhyay, Pradip, 2003. "Volatility and growth in developing economies: some numerical results and empirical evidence," Journal of International Economics, Elsevier, vol. 59(2), pages 267-295, March.
  7. Eurilton Araújo & Luciane Carpena & Alexandre Cunha, 2005. "Brazilian Business Cycles And Growth From 1850 To 2000," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. 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.
  9. Nicholas Bloom, 2007. "The Impact of Uncertainty Shocks," NBER Working Papers 13385, National Bureau of Economic Research, Inc.
  10. Klaus Abberger & Andreas Dibiasi & Michael Siegenthaler & Jan-Egbert Sturm, 2016. "The Effect of Policy Uncertainty on Investment Plans: Evidence from the Unexpected Acceptance of a Far-Reaching Referendum in Switzerland," KOF Working papers 16-406, KOF Swiss Economic Institute, ETH Zurich.
  11. Abel, Andrew B & Eberly, Janice C, 1994. "A Unified Model of Investment under Uncertainty," American Economic Review, American Economic Association, vol. 84(5), pages 1369-84, December.
  12. Sjögren, Anna, 1998. "The Effects of Redistribution on Occupational Choice and Intergenerational Mobility: Does Wage Equality Nail the Cobbler to His Last?," SSE/EFI Working Paper Series in Economics and Finance 239, Stockholm School of Economics.
  13. Kwanho Shin & Jaewoo Lee, 2000. "The Role of a Variable Input in the Relationship between Investment and Uncertainty," American Economic Review, American Economic Association, vol. 90(3), pages 667-680, June.
  14. Baker, Erin & Adu-Bonnah, Kwame, 2008. "Investment in risky R&D programs in the face of climate uncertainty," Energy Economics, Elsevier, vol. 30(2), pages 465-486, March.
  15. Iscan, Talan B, 2000. "Financing Constraints and Investment Decline in Mexico," Manchester School, University of Manchester, vol. 68(1), pages 24-43, January.
  16. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank.
  17. Andrew B. Abel & Janice B. Eberly, . "The Effects of Irreversibility and Uncertainty on Capital Accumulation," Rodney L. White Center for Financial Research Working Papers 21-95, Wharton School Rodney L. White Center for Financial Research.
  18. Stephen Bond & Alexander Klemm & Rain Newton-Smith & Murtaza Syed & Gertjan Vlieghe, 2004. "The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment," Bank of England working papers 222, Bank of England.
  19. Tsai, Yingyi & Lin, Justin Yifu & Kurekova, Lucia, 2009. "Innovative R&D and optimal investment under uncertainty in high-tech industries: An implication for emerging economies," Research Policy, Elsevier, vol. 38(8), pages 1388-1395, October.
  20. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data," School of Economics Discussion Papers 0405, School of Economics, University of Surrey.
  21. Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, vol. 82(C), pages 310-320.
  22. Patrick Artus, 1998. "Le financement de la croissance par endettement extérieur," Revue Économique, Programme National Persée, vol. 49(1), pages 165-179.
  23. Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2014. "Long-run investment under uncertain demand," Economic Modelling, Elsevier, vol. 41(C), pages 80-89.
  24. Liu, Yu-hong & Jiang, I-ming, 2012. "Influence of investor subjective judgments in investment decision-making," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 129-142.
  25. Serven, Luis, 2002. "Real exchange rate uncertainty and private investment in developing countries," Policy Research Working Paper Series 2823, The World Bank.
  26. 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.
  27. Lensink, Robert & Bo, Hong & Sterken, Elmer, 1999. "Does uncertainty affect economic growth? : an empirical analysis," Research Report 99E23, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  28. Dehn, Jan, 2000. "The effects on growth of commodity price uncertainty and shocks," Policy Research Working Paper Series 2455, The World Bank.
  29. Yu-Fu Chen & Michael Funke, 2002. "Working Time and Employment under Uncertainty," Dundee Discussion Papers in Economics 134, Economic Studies, University of Dundee.
  30. Lensink, R., 2000. "Is there an uncertainty-laffer curve?," Research Report 00E12, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  31. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 1999. "Discovering the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers 19906, Hamburg University, Department of Economics.
  32. Emiliano Magrini & Pierluigi Montalbano & Silvia Nenci & Luca Salvatici, 2014. "Agricultural Trade Policies and Food Security: Is there a Causal Relationship?," FOODSECURE Working papers 25, LEI Wageningen UR.
  33. Bahar Erdal, 2001. "Investment Decisions under Real Exchange Rate Uncertainty," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 1(1), pages 25-47.
  34. Nigel Pain & Desirée Van Welsum, 2003. "Untying The Gordian Knot: The Multiple Links Between Exchange Rates and Foreign Direct Investment," Journal of Common Market Studies, Wiley Blackwell, vol. 41(5), pages 823-846, December.
  35. Gryglewicz, Sebastian & Huisman, Kuno J.M. & Kort, Peter M., 2008. "Finite project life and uncertainty effects on investment," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2191-2213, July.
  36. Fuss, Catherine & Vermeulen, Philip, 2004. "Firms' investment decisions in response to demand and price uncertainty," Working Paper Series 0347, European Central Bank.
  37. Hiroyuki Kasahara, 2003. "Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model," Working Papers 1014, Queen's University, Department of Economics.
  38. Paul A. de Hek, 2002. "Endogenous Technological Change under Uncertainty," Tinbergen Institute Discussion Papers 02-047/2, Tinbergen Institute, revised 08 Nov 2002.
  39. Vít Pošta & Zdeněk Pikhart, 2015. "Financial Risk and Real Variables: Evidence Based on a SVAR Analysis of the Czech Economy," Prague Economic Papers, University of Economics, Prague, vol. 2015(5), pages 516-537.
  40. Yves Jégourel, 2015. "Dynamique de l’offre pétrolière, stratégies d’investissement et comportements de stockage : Un état des lieux [ Oil supply dynamics, investment strategy and storage behavior: the current situation ]," Research papers & Policy papers 1514, OCP Policy Center.
  41. repec:prg:jnlpep:v:preprint:id:513:p:1-22 is not listed on IDEAS
  42. Gaudet, G. & Lasserre, P. & Long, N.V., 1995. "Real Investment Decisions Under Information Constraints," Papers 9515, Laval - Recherche en Politique Economique.
  43. Paolo M. Panteghini, 2005. "Asymmetric Taxation under Incremental and Sequential Investment," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 7(5), pages 761-779, December.
  44. Pereira, Rodrigo Mendes, 2008. "Investimento e Incerteza em Máquinas e Imóveis," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 62(3), pages -, November.
  45. Drobetz, Wolfgang & Haller, Rebekka & Meier, Iwan, 2016. "Cash flow sensitivities during normal and crisis times: Evidence from shipping," Transportation Research Part A: Policy and Practice, Elsevier, vol. 90(C), pages 26-49.
  46. Nick Bloom, 2006. "The impact of uncertainty shocks: firm level estimation and a 9/11 simulation," LSE Research Online Documents on Economics 19867, London School of Economics and Political Science, LSE Library.
  47. Gérard Gaudet & Pierre Lasserre & Ngo Van Long, 1999. "Real Investment Decisions Under Adjustment Costs and Asymmetric Information," Cahiers de recherche du Département des sciences économiques, UQAM 9908, Université du Québec à Montréal, Département des sciences économiques.
  48. 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.
  49. Inekwe John Nkwoma, 2014. "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers 38-14, Monash University, Department of Economics.
  50. Katerina Kalcheva & Nienke Oomes, 2007. "Diagnosing Dutch Disease; Does Russia Have the Symptoms?," IMF Working Papers 07/102, International Monetary Fund.
  51. Pereira, Rodrigo M., 2001. "Investment and Uncertainty in a Quadratic Adjustment Cost Model: Evidence from Brazil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 55(2), pages -, April.
  52. repec:oxf:wpaper:75.2 is not listed on IDEAS
  53. Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2013. "How do sovereign credit rating changes affect private investment?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4820-4833.
  54. 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.
  55. 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.).
  56. Øivind Anti Nilsen & Fabio Schiantarelli, 2003. "Zeros and Lumps in Investment: Empirical Evidence on Irreversibilities and Nonconvexities," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1021-1037, November.
  57. repec:dgr:rugsom:00e12 is not listed on IDEAS
  58. Alvarez, Luis H.R. & Koskela, Erkki, 2003. "Irreversible Investment under Interest Rate Variability: Some Generalizations," Discussion Papers 841, The Research Institute of the Finnish Economy.
  59. Andrew B. Abel & Janice C. Eberly, . "An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility," Rodney L. White Center for Financial Research Working Papers 12-93, Wharton School Rodney L. White Center for Financial Research.
  60. Campa, Jose & Goldberg, Linda S., 1995. "Investment in manufacturing, exchange rates and external exposure," Journal of International Economics, Elsevier, vol. 38(3-4), pages 297-320, May.
  61. Ansgar Belke & Matthias Göcke, 2003. "Monetary Policy (In-) Effectiveness under Uncertainty - Some Normative Implications for European Monetary Policy," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 223/2003, Department of Economics, University of Hohenheim, Germany.
  62. Hanno Dihle, 2015. "Real Options in a Ramsey style Growth Model," Discussion Paper Series 32, Department of International Economic Policy, University of Freiburg, revised Dec 2015.
  63. Nauros F. Campos & Jeffrey B. Nugent, 2000. "Investment and Instability," William Davidson Institute Working Papers Series 337, William Davidson Institute at the University of Michigan.
  64. Joshua Aizenman & Brian Pinto, 2004. "Managing Volatility and Crises: A Practitioner's Guide Overview," NBER Working Papers 10602, National Bureau of Economic Research, Inc.
  65. Sjögren, Anna, 2000. "Redistribution, Occupational Choice and Intergenerational Mobility: Does Wage Equality Nail the Cobbler to His Last?," Working Paper Series 538, Research Institute of Industrial Economics.
  66. Guido Fioretti, 2002. "A Model of Primary and Secondary Waves in Investment Cycles," Microeconomics 0207014, EconWPA.
  67. Jérôme Bourdieu & Benoît Coeuré & Béatrice Sédillot, 1997. "Investissement, incertitude et irréversibilité. Quelques développements récents de la théorie de l'investissement," Revue Économique, Programme National Persée, vol. 48(1), pages 23-53.
  68. SHINADA Naoki, 2008. "Corporate Investment and Uncertainty: An empirical analysis," Discussion papers 08033, Research Institute of Economy, Trade and Industry (RIETI).
  69. Brandon Julio & Youngsuk Yook, 2013. "Policy uncertainty, irreversibility, and cross-border flows of capital," Finance and Economics Discussion Series 2013-64, Board of Governors of the Federal Reserve System (U.S.).
  70. Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2011. "A Meta-Regression Analysis of the Investment–Uncertainty Relationship," Chapters, in: Improving Energy Efficiency through Technology, chapter 7 Edward Elgar Publishing.
  71. Aizenman, Joshua, 1997. "Investment in new activities and the welfare cost of uncertainty," Journal of Development Economics, Elsevier, vol. 52(2), pages 259-277, April.
  72. 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.
  73. Hjalmar Boehm & Michael Funke, 2000. "Optimal Investment Strategies under Demand and Tax Policy Uncertainty," CESifo Working Paper Series 311, CESifo Group Munich.
  74. Banker, Rajiv D. & Byzalov, Dmitri & Chen, Lei (Tony), 2013. "Employment protection legislation, adjustment costs and cross-country differences in cost behavior," Journal of Accounting and Economics, Elsevier, vol. 55(1), pages 111-127.
  75. Shaukat, Mughees & Mirakhor, Abbas & Krichene, Noureddine, 2013. "Fragility Of Interest-Based Debt Financing: Is It Worth Sustaining A Regime Uncertainty?," MPRA Paper 56362, University Library of Munich, Germany.
  76. Rodrigo Pereira, 2015. "Investment and Uncertainty in a Quadratic Adjustment Cost Model: Evidence from Brazil," Discussion Papers 0085, Instituto de Pesquisa Econômica Aplicada - IPEA.
  77. Wang, Yizhong & Chen, Carl R. & Huang, Ying Sophie, 2014. "Economic policy uncertainty and corporate investment: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 227-243.
  78. Corinne Chaton, 2001. "Décisions d'investissement et de démantèlement sous incertitude : une application au secteur électrique," Économie et Prévision, Programme National Persée, vol. 149(3), pages 15-28.
  79. Ting, Sai Hung Marten & Ewald, Christian-Oliver & Wang, Wen-Kai, 2013. "On the investment–uncertainty relationship in a real option model with stochastic volatility," Mathematical Social Sciences, Elsevier, vol. 66(1), pages 22-32.
  80. repec:dgr:rugsom:99e23 is not listed on IDEAS
  81. Garey Ramey & Valerie A. Ramey, 1991. "Technology Commitment and the Cost of Economic Fluctuations," NBER Working Papers 3755, National Bureau of Economic Research, Inc.
  82. 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.
  83. Magda Bianco & Maria Bontempi & Roberto Golinelli & Giuseppe Parigi, 2013. "Family firms’ investments, uncertainty and opacity," Small Business Economics, Springer, vol. 40(4), pages 1035-1058, May.
  84. Magrini, Emiliano & Montalbano, Pierluigi & Nenci, Silvia & Salvatici, Luca, 2014. "Agricultural trade distortions during recent international price spikes: what implications for food security?," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182726, European Association of Agricultural Economists.
  85. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2008. "Real options -- delay vs. pre-emption: Do industrial characteristics matter?," International Journal of Industrial Organization, Elsevier, vol. 26(2), pages 532-545, March.
  86. Badertscher, Brad & Shroff, Nemit & White, Hal D., 2013. "Externalities of public firm presence: Evidence from private firms' investment decisions," Journal of Financial Economics, Elsevier, vol. 109(3), pages 682-706.
  87. Timothy Laing, 2015. "Rights to the forest, REDD+ and elections: Mining in Guyana," GRI Working Papers 181, Grantham Research Institute on Climate Change and the Environment.
  88. Affuso, Luisa & Newbery, David M G, 2000. "Investment, Reprocurement and Franchise Contract Length in the British Railway Industry," CEPR Discussion Papers 2619, C.E.P.R. Discussion Papers.
  89. Aizenman, Joshua, 1998. "New Activities, the Welfare Cost of Uncertainty and Investment Policies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 97-110, April.
  90. Emiliano Magrini & Silvia Nenci & Pierluigi Montalbano & Luca Salvatici, 2015. "Agricultural (Dis)Incentives and Food Security: is there a link?," Departmental Working Papers of Economics - University 'Roma Tre' 0200, Department of Economics - University Roma Tre.
  91. repec:dgr:rugccs:199902 is not listed on IDEAS
  92. Padamja Singal & Stephen D. Smith, 1999. "Expected stock returns and volatility in a production economy: a theory and some evidence," FRB Atlanta Working Paper 99-8, Federal Reserve Bank of Atlanta.
  93. Julia Darby & Andrew Hughes Hallett & Jonathan Ireland & Laura Piscitelli, 2000. "Exchange Rate Uncertainty and Business Sector Investment," Econometric Society World Congress 2000 Contributed Papers 0600, Econometric Society.
  94. Paul Butzen & Catherine Fuss & Philip Vermeulen, 2002. "The impact of uncertainty on investment plans," Working Paper Research 24, National Bank of Belgium.
  95. 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.).
  96. Andrew B. Abel, 2015. "The Analytics of Investment, q, and Cash Flow," NBER Working Papers 21549, National Bureau of Economic Research, Inc.
  97. Ricardo Hausmann & Roberto Rigobon, 2003. "An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications," NBER Working Papers 9424, National Bureau of Economic Research, Inc.
  98. Glover, Brent & Levine, Oliver, 2015. "Uncertainty, investment, and managerial incentives," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 121-137.
  99. Pablo Acosta & Andrés Loza, 2005. "Short and long run determinants of private investment in Argentina," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 389-406, November.
  100. repec:prg:jnlpep:v:2015:y:2015:i:5:id:513:p:1-22 is not listed on IDEAS
  101. Lévi, Loïc & Latruffe, Laure & Ridier, Aude, 2016. "Farm investment and performance in the French (Brittany) dairy sector," 149th Seminar, October 27-28, 2016, Rennes, France 244951, European Association of Agricultural Economists.
  102. Lutfi Erden & Randall G. Holcombe, 2006. "The Linkage Between Public and Private Investment: A Co-integration Analysis of a Panel of Developing Countries," Eastern Economic Journal, Eastern Economic Association, vol. 32(3), pages 479-492, Summer.
  103. Chu, Yongqiang, 2012. "Optimal capital structure, bargaining, and the supplier market structure," Journal of Financial Economics, Elsevier, vol. 106(2), pages 411-426.
  104. Joshua Aizenman & Nancy Marion, 1995. "Volatility, Investment and Disappointment Aversion," NBER Working Papers 5386, National Bureau of Economic Research, Inc.
  105. Serven, Luis, 1997. "Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa," Policy Research Working Paper Series 1722, The World Bank.
  106. Fabio BISOGNI & Simona CAVALLINI & Sara DI TROCCHIO, 2011. "Cybersecurity at European Level: The Role of Information Availability," Communications & Strategies, IDATE, Com&Strat dept., vol. 1(81), pages 105-124, 1st quart.
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