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

by Caballero, Ricardo J

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  1. 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.
  2. GAUDET, Gerard & LASSERRE, Pierre & LONG, Ngo Van, 1995. "Real Investment Decisions Under Information Constraints," Cahiers de recherche 9515, Université Laval - Département d'économique.
  3. 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," CESifo Working Paper Series 5887, CESifo Group Munich.
  4. repec:hhs:bofitp:2007_007 is not listed on IDEAS
  5. Joshua Aizenman, 1995. "Investment in New Activities and the Welfare Cost of Uncertainty," NBER Working Papers 5041, National Bureau of Economic Research, Inc.
  6. Pablo Acosta & Andrés Loza, 2005. "Short and long run determinants of private investment in Argentina," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 389-406, November.
  7. 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.
  8. 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.
  9. 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.
  10. Nick Bloom & John Van Reenen & Stephen Bond, 2006. "Uncertainty and Investment Dynamics," NBER Working Papers 12383, National Bureau of Economic Research, Inc.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Chu, Yongqiang, 2012. "Optimal capital structure, bargaining, and the supplier market structure," Journal of Financial Economics, Elsevier, vol. 106(2), pages 411-426.
  16. Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
  17. Ling Hui Tan & Kala Krishna & Ram Ranjan, 2001. "Quantity Controls, License Transferability, and the Level of Investment," IMF Working Papers 01/206, International Monetary Fund.
  18. 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.
  19. Luis H. R. Alvarez & Erkki Koskela, 2002. "Irreversible Investment under Interest Rate Variability: New Results," CESifo Working Paper Series 640, CESifo Group Munich.
  20. 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).
  21. 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.
  22. 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), November.
  23. Dehn, Jan, 2000. "The effects on growth of commodity price uncertainty and shocks," Policy Research Working Paper Series 2455, The World Bank.
  24. Hiroyuki Kasahara, 2004. "Technology Adoption under Relative Factor Price Uncertainty: The Putty-Clay Investment Model," 2004 Meeting Papers 39, Society for Economic Dynamics.
  25. 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.
  26. 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.
  27. 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].
  28. Yu-Fu Chen & Michael Funke, 2002. "Working Time and Employment under Uncertainty," CESifo Working Paper Series 732, CESifo Group Munich.
  29. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank.
  30. Hjalmar Boehm & Michael Funke, 2000. "Optimal Investment Strategies under Demand and Tax Policy Uncertainty," CESifo Working Paper Series 311, CESifo Group Munich.
  31. 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.
  32. Jose Campa & Linda S. Goldberg, 1993. "Investment in Manufacturing, Exchange-Rates and External Exposure," NBER Working Papers 4378, National Bureau of Economic Research, Inc.
  33. Nicholas Bloom, 2009. "The Impact of Uncertainty Shocks," Econometrica, Econometric Society, vol. 77(3), pages 623-685, 05.
  34. 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.).
  35. Luis H. R. Alvarez & Erkki Koskela, 2006. "Irreversible Investment under Interest Rate Variability: Some Generalizations," The Journal of Business, University of Chicago Press, vol. 79(2), pages 623-644, March.
  36. Andrew B. Abel, 2015. "The Analytics of Investment, q, and Cash Flow," NBER Working Papers 21549, National Bureau of Economic Research, Inc.
  37. 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.
  38. Luca Di Corato & Michele Moretto & Sergio Vergalli, 2013. "Long-run Investment under Uncertain Demand," Working Papers 2013.65, Fondazione Eni Enrico Mattei.
  39. Alvarez, Luis H. R. & Koskela, Erkki, 2003. "Irreversible investment under interest rate variability : new results," Research Discussion Papers 29/2003, Bank of Finland.
  40. 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), April.
  41. 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.
  42. 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.
  43. Iscan, Talan B, 2000. "Financing Constraints and Investment Decline in Mexico," Manchester School, University of Manchester, vol. 68(1), pages 24-43, January.
  44. Andrew B. Abel & Janice C. Eberly, . "A Unified Model of Investment Under Uncertainty," Rodney L. White Center for Financial Research Working Papers 14-93, Wharton School Rodney L. White Center for Financial Research.
  45. 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.
  46. Rodrigo Pereira, 2015. "Investment and Uncertainty in a Quadratic Adjustment Cost Model: Evidence from Brazil," Discussion Papers 0085, Instituto de Pesquisa Econômica Aplicada - IPEA.
  47. 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.
  48. Laing, Timothy, 2015. "Rights to the forest, REDD+ and elections: Mining in Guyana," Resources Policy, Elsevier, vol. 46(P2), pages 250-261.
  49. SHINADA Naoki, 2008. "Corporate Investment and Uncertainty: An empirical analysis," Discussion papers 08033, Research Institute of Economy, Trade and Industry (RIETI).
  50. Nick Bloom, 2006. "The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation," CEP Discussion Papers dp0718, Centre for Economic Performance, LSE.
  51. Joshua Aizenman, 1996. "New Activities, the Welfare Cost of Uncertainty and Investment Policies," NBER Working Papers 5825, National Bureau of Economic Research, Inc.
  52. 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.
  53. Nauro F. Campos & Jeffrey B. Nugent, 2001. "Investment and Instability," Development and Comp Systems 0012015, EconWPA.
  54. Joshua Aizenman & Brian Pinto, 2004. "Managing Volatility and Crises: A Practitioner's Guide Overview," NBER Working Papers 10602, National Bureau of Economic Research, Inc.
  55. Paolo Panteghini, 2002. "Asymmetric Taxation under Incremental and Sequential Investment," CESifo Working Paper Series 717, CESifo Group Munich.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. Paul A. de Hek, 2002. "Endogenous Technological Change under Uncertainty," Tinbergen Institute Discussion Papers 02-047/2, Tinbergen Institute, revised 08 Nov 2002.
  61. 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.
  62. 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.
  63. Oivind Anti Nilsen & Fabio Schiantarelli, 1996. "Zeroes and Lumps in Investment: Empirical Evidence on Irreversibilities and Non-Convexities," Boston College Working Papers in Economics 337., Boston College Department of Economics, revised 01 Nov 2000.
  64. Guido Fioretti, 2005. "A Model of Primary and Secondary Waves in Investment Cycles," Computational Economics, Society for Computational Economics, vol. 24(4), pages 357-381, June.
  65. Paul Butzen & Catherine Fuss & Philip Vermeulen, 2002. "The impact of uncertainty on investment plans," Working Paper Research 24, National Bank of Belgium.
  66. 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.
  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. Katerina Kalcheva & Nienke Oomes, 2007. "Diagnosing Dutch Disease; Does Russia Have the Symptoms?," IMF Working Papers 07/102, International Monetary Fund.
  69. Glover, Brent & Levine, Oliver, 2015. "Uncertainty, investment, and managerial incentives," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 121-137.
  70. Steve 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," IFS Working Papers W04/12, Institute for Fiscal Studies.
  71. 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.
  72. 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.
  73. repec:oxf:wpaper:75.2 is not listed on IDEAS
  74. Magrini, Emiliano & Montalbano, Pierluigi & Nenci, Silvia & Salvatici, Luca, 2014. "Agricultural Trade Policy Distortions and Food Security: Is there a Causal Relationship?," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173091, Italian Association of Agricultural and Applied Economics (AIEAA).
  75. Garey Ramey & Valerie A. Ramey, 1991. "Technology Commitment and the Cost of Economic Fluctuations," NBER Working Papers 3755, National Bureau of Economic Research, Inc.
  76. 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.
  77. 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.).
  78. 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.
  79. Oomes, Nienke & Kalcheva, Katerina, 2007. "Diagnosing Dutch disease : Does Russia have the symptoms?," BOFIT Discussion Papers 7/2007, Bank of Finland, Institute for Economies in Transition.
  80. repec:hhs:bofrdp:2003_029 is not listed on IDEAS
  81. 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.
  82. 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.
  83. Joshua Aizenman & Nancy Marion, 1995. "Volatility, Investment and Disappointment Aversion," NBER Working Papers 5386, National Bureau of Economic Research, Inc.
  84. Serven, Luis, 1997. "Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa," Policy Research Working Paper Series 1722, The World Bank.
  85. 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.).
  86. 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.
  87. 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.
  88. 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.
  89. Serven, Luis, 2002. "Real exchange rate uncertainty and private investment in developing countries," Policy Research Working Paper Series 2823, The World Bank.
  90. Patrick Artus, 1998. "Le financement de la croissance par endettement extérieur," Revue Économique, Programme National Persée, vol. 49(1), pages 165-179.
  91. repec:prg:jnlpep:v:2015:y:2015:i:5:id:513:p:1-22 is not listed on IDEAS
  92. Gaudet, Gerard & Lasserre, Pierre & Van Long, Ngo, 1998. "Real investment decisions under adjustment costs and asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 23(1), pages 71-95, September.
  93. Inekwe John Nkwoma, 2014. "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers 38-14, Monash University, Department of Economics.
  94. repec:prg:jnlpep:v:preprint:id:513:p:1-22 is not listed on IDEAS
  95. 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.
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