IDEAS home Printed from https://ideas.repec.org/r/ecm/emetrp/v39y1971i5p659-81.html
   My bibliography  Save this item

Investment Under Uncertainty

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Halket, Jonathan R, 2012. "Existence of an equilibrium in incomplete markets with discrete choices and many markets," Economics Discussion Papers 2875, University of Essex, Department of Economics.
  2. M. Fatih Guvenen, 2003. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?," RCER Working Papers 499, University of Rochester - Center for Economic Research (RCER).
  3. Tarek Ibrahim Eldomiaty & Mohamed Hashem Rashwan & Mohamed Bahaa El Din & Waleed Tayel, 2016. "Firm, industry and economic determinants of working capital at risk," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(04), pages 1-29, December.
  4. Kumar, Praveen, 2006. "Learning about investment risk: The effects of structural uncertainty on dynamic investment and consumption," Journal of Economic Behavior & Organization, Elsevier, vol. 60(2), pages 205-229, June.
  5. John B. Taylor, 1983. "Optimal Stabilization Rules in a Stochastic Model of Investment with Gestation Lags," NBER Working Papers 1225, National Bureau of Economic Research, Inc.
  6. Rampini, Adriano A. & Viswanathan, S., 2013. "Collateral and capital structure," Journal of Financial Economics, Elsevier, vol. 109(2), pages 466-492.
  7. Bester, Helmut & Petrakis, Emmanuel, 2003. "Wages and productivity growth in a competitive industry," Journal of Economic Theory, Elsevier, vol. 109(1), pages 52-69, March.
  8. Andrew B. Abel, 2015. "The Analytics of Investment, q, and Cash Flow," NBER Working Papers 21549, National Bureau of Economic Research, Inc.
  9. Christiano, Lawrence J & Eichenbaum, Martin & Marshall, David, 1991. "The Permanent Income Hypothesis Revisited," Econometrica, Econometric Society, vol. 59(2), pages 397-423, March.
  10. Yashiv, Eran, 2016. "Aggregate Hiring and the Value of Jobs Along the Business Cycle," CEPR Discussion Papers 11076, C.E.P.R. Discussion Papers.
  11. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  12. Darby, Michael R, 1976. "Rational Expectations under Conditions of Costly Information," Journal of Finance, American Finance Association, vol. 31(3), pages 889-895, June.
  13. Wirl, Franz, 2010. "Dynamic demand and noncompetitive intertemporal output adjustments," International Journal of Industrial Organization, Elsevier, vol. 28(3), pages 220-229, May.
  14. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
  15. Brock, William A. & Xepapadeas, Anastasios & Yannacopoulos, Athanasios N., 2014. "Spatial externalities and agglomeration in a competitive industry," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 143-174.
  16. Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Modeling tails of aggregate economic processes in a stochastic growth model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 76-94.
  17. Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
  18. V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013. "Fixed point for local contractions: Applications to recursive utility," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.
  19. Richard W. Kopcke, 1995. "Tobin's Q, economic rents, and the optimal stock of capital," Working Papers 95-4, Federal Reserve Bank of Boston.
  20. Mark Schankerman, 1991. "Revisions of Investment Plans and the Stock Market Rate of Return," STICERD - Economics of Industry Papers 05, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  21. GAHUNGU, Joachim & SMEERS, Yves, 2011. "A real options model for electricity capacity expansion," CORE Discussion Papers 2011044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  22. Joseph P. Byrne & E. Philip Davis, 2005. "Investment and Uncertainty in the G7," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
  23. repec:eee:intfor:v:33:y:2017:i:4:p:988-1006 is not listed on IDEAS
  24. Lawrence Christiano & Martin Eichenbaum & Sergio Rebelo, 2011. "When Is the Government Spending Multiplier Large?," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 78-121.
  25. Chen, Baoline & Zadrozny, Peter A., 2009. "Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model," Journal of Economic Dynamics and Control, Elsevier, vol. 33(7), pages 1398-1418, July.
  26. Harrison Fell & Richard Morgenstern, 2010. "Alternative Approaches to Cost Containment in a Cap-and-Trade System," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 47(2), pages 275-297, October.
  27. Jermann, Urban J., 1998. "Asset pricing in production economies," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 257-275, April.
  28. Nir Jaimovich & Sergio Rebelo, 2009. "Can News about the Future Drive the Business Cycle?," American Economic Review, American Economic Association, vol. 99(4), pages 1097-1118, September.
  29. Herrenbrueck, Lucas, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper 70686, University Library of Munich, Germany, revised 10 Apr 2016.
  30. Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers 605, Society for Economic Dynamics.
  31. Gagnon, Joseph E., 1993. "Exchange rate variability and the level of international trade," Journal of International Economics, Elsevier, vol. 34(3-4), pages 269-287, May.
  32. Prescott, Edward C., 1986. "Theory ahead of business-cycle measurement," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 11-44, January.
  33. Robert G. King & Julia K. Thomas, 2006. "Partial Adjustment Without Apology," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 779-809, August.
  34. Monnet, Cyril & Quintin, Erwan, 2007. "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1002-1017, May.
  35. Ana Aizcorbe & Samuel Kortum, 2005. "Moore's Law and the Semiconductor Industry: A Vintage Model," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(4), pages 603-630, December.
  36. Correia, Isabel & Neves, Joao C. & Rebelo, Sergio, 1995. "Business cycles in a small open economy," European Economic Review, Elsevier, vol. 39(6), pages 1089-1113, June.
  37. Matheron, Julien & Maury, Tristan-Pierre, 2004. "The welfare cost of monopolistic competition: a quantitative assessment," Economic Modelling, Elsevier, vol. 21(6), pages 933-948, December.
  38. Sumru Altug, 2004. "Lecture Notes on Macroeconomics," Working Papers 2004/18, Turkish Economic Association.
  39. Eaton, Jonathan & Kortum, Samuel & Neiman, Brent, 2016. "Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 5-23.
  40. Stephen Bond, 2000. "Noisy Share Prices and the Q Model of Investment," Econometric Society World Congress 2000 Contributed Papers 1320, Econometric Society.
  41. Jaccard Ivan, 2011. "Asset Pricing and Housing Supply in a Production Economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-40, October.
  42. Robert Lensink & Hong Bo & Elmer Sterken, 1999. "Does uncertainty affect economic growth? An empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 379-396, September.
  43. Lars Peter Hansen & Thomas J. Sargent, 2005. "Certainty equivalence and model uncertainty," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 17-38.
  44. Larch, Mario & Yotov, Yoto, 2016. "General Equilibrium Trade Policy Analysis with Structural Gravity," School of Economics Working Paper Series 2016-9, LeBow College of Business, Drexel University.
  45. Herrendorf, Berthold & Valentinyi, Akos, 2006. "On the stability of the two-sector neoclassical growth model with externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1339-1361, August.
  46. Berthold Herrendorf & Akos Valentinyi, 2002. "Neoclassical Growth Model with Externalities," IEHAS Discussion Papers 0203, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  47. Douch, Mohamed, 2004. "Equity Premiums In Small Open Economy," MPRA Paper 14613, University Library of Munich, Germany.
  48. Bronwyn H. Hall, 1988. "The Effect of Takeover Activity on Corporate Research and Development," NBER Chapters,in: Corporate Takeovers: Causes and Consequences, pages 69-100 National Bureau of Economic Research, Inc.
  49. Pengfei Wang & Yi Wen, 2012. "Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 207-225, April.
  50. Chaddad, Fabio Ribas & Heckelei, Thomas, 2003. "Access To Capital And Firm-Level Investment Behavior In Food Industries: A Comparison Of Cooperatives And Publicly Traded Firms," 2003 Annual meeting, July 27-30, Montreal, Canada 22205, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  51. Julieta Caunedo, 2013. "Industry Dynamics, Investment and Business Cycles," 2013 Meeting Papers 1078, Society for Economic Dynamics.
  52. Edward C. Prescott, 2006. "Nobel Lecture: The Transformation of Macroeconomic Policy and Research," Journal of Political Economy, University of Chicago Press, vol. 114(2), pages 203-235, April.
  53. Green, Edward J., 2009. "Heterogeneous producers facing common shocks: An overlapping-generations example," Journal of Economic Theory, Elsevier, vol. 144(6), pages 2266-2276, November.
  54. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc.
  55. repec:wyi:journl:002117 is not listed on IDEAS
  56. Markus Granziol, 1979. "Markteffizienz, "rationale Erwartungen" und Random-Walk des Wechselkurses: Ein Kommentar zum Aufsatz von B. Gerber," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 605-611, September.
  57. Joachim Gahungu and Yves Smeers, 2012. "A Real Options Model for Electricity Capacity Expansion," RSCAS Working Papers 2012/08, European University Institute.
  58. Zoltán J. Ács & Pamela Mueller, 2015. "Employment effects of business dynamics: Mice, Gazelles and Elephants," Chapters,in: Global Entrepreneurship, Institutions and Incentives, chapter 16, pages 304-319 Edward Elgar Publishing.
  59. Augustin Kwasi Fosu & Yoseph Getachew & Thomas H.W. Ziesemer, 2014. "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," Working Papers 201464, University of Pretoria, Department of Economics.
  60. Yi Wen, 2007. "Production and Inventory Behavior of Capital," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 95-112, May.
  61. Lee, Gabriel S., 1999. "Housing Investment Dynamics, Period of Production, and Adjustment Costs," Journal of Housing Economics, Elsevier, vol. 8(1), pages 1-25, March.
  62. Timothy J. Kehoe, 2003. "What Can We Learn from the Current Crisis in Argentina?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(5), pages 609-633, November.
  63. Fosu, Augustin Kwasi & Getachew, Yoseph Yilma & Ziesemer, Thomas H.W., 2016. "Optimal Public Investment, Growth, And Consumption: Evidence From African Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 20(08), pages 1957-1986, December.
  64. Murto, Pauli & Nasakkala, Erkka & Keppo, Jussi, 2004. "Timing of investments in oligopoly under uncertainty: A framework for numerical analysis," European Journal of Operational Research, Elsevier, vol. 157(2), pages 486-500, September.
  65. Kwark, Noh-Sun, 2002. "Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator," Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 271-302, February.
  66. Chi Truong, 2012. "An Analysis of Storage Capacity Reallocation Impacts on the Irrigation Sector," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(1), pages 141-159, January.
  67. Domenico Lombardi & Stephen Bond, 2004. "To Buy or Not to Buy? Uncertainty, Irreversibility and Heterogeneous Investment Dynamics in Italian Company Data," IMF Working Papers 04/104, International Monetary Fund.
  68. 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.
  69. Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.
  70. repec:fgv:epgrbe:v:71:y:2017:i:4:a:65699 is not listed on IDEAS
  71. Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Wars and capital destruction," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 224-240.
  72. Zhao, Jinhua, 2003. "Irreversible abatement investment under cost uncertainties: tradable emission permits and emissions charges," Journal of Public Economics, Elsevier, vol. 87(12), pages 2765-2789, December.
  73. Andrew B. Abel, 2002. "On the Invariance of the Rate of Return to Convex Adjustment Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 586-601, July.
  74. Patrick Bolton & Neng Wang & Jinqiang Yang, 2015. "Liquidity and Risk Management: Coordinating Investment and Compensation Policies," NBER Working Papers 20979, National Bureau of Economic Research, Inc.
  75. Esteban Rossi-Hansberg & Mark L. J. Wright, 2007. "Urban Structure and Growth," Review of Economic Studies, Oxford University Press, vol. 74(2), pages 597-624.
  76. Martinez-Garcia, Enrique & Sondergaard, Jens, 2009. "Investment and trade patterns in a sticky-price, open-economy model," Globalization and Monetary Policy Institute Working Paper 28, Federal Reserve Bank of Dallas.
  77. Lars Peter Hansen & Thomas J. Sargent, 1980. "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report 59, Federal Reserve Bank of Minneapolis.
  78. Boyarchenko, Nina & Haddad, Valentin & Plosser, Matthew, 2016. "The Federal Reserve and market confidence," Staff Reports 773, Federal Reserve Bank of New York, revised 01 Apr 2017.
  79. Philip L. Brock, 2009. "Collateral Constraints and Macroeconomic Adjustment in an Open Economy," Working Papers UWEC-2009-03, University of Washington, Department of Economics.
  80. Lars Peter Hansen & Thomas J. Sargent, 1983. "Identification of continuous time rational expectations models from discrete time data," Staff Report 73, Federal Reserve Bank of Minneapolis.
  81. Evans, George W. & McGough, Bruce, 2005. "Stable sunspot solutions in models with predetermined variables," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 601-625, April.
  82. Bartolini, Leonardo, 1995. "Foreign investment quotas and rent extraction under uncertainty," Journal of International Economics, Elsevier, vol. 38(1-2), pages 25-49, February.
  83. Fair, Ray C & Taylor, John B, 1983. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 51(4), pages 1169-1185, July.
  84. Halket, Jonathan R & Vasudev, Santhanagopalan, 2012. "Home Ownership, Savings, and Mobility Over The Life Cycle," Economics Discussion Papers 2876, University of Essex, Department of Economics.
  85. Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.
  86. Lars Peter Hansen & Thomas J. Sargent, 1993. "Recursive linear models of dynamic economies," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  87. Langley, Suchada Vichitakul, 1982. "The formation of price expectations: a case study of the soybean market," ISU General Staff Papers 198201010800009358, Iowa State University, Department of Economics.
  88. Michael J. P. Magill, 1977. "The Origin of Cycling in Dynamic Economic Models Arising from Maxamizing Behavior," Discussion Papers 296, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  89. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
  90. Baoline Chen & Peter Zadrozny, 2013. "Further model-based estimates of US total manufacturing production capital and technology, 1949–2005," Journal of Productivity Analysis, Springer, vol. 39(1), pages 61-73, February.
  91. Çiçek, Deniz & Elgin, Ceyhun, 2011. "Not-quite-great depressions of Turkey: A quantitative analysis of economic growth over 1968–2004," Economic Modelling, Elsevier, vol. 28(6), pages 2691-2700.
  92. Lars Peter Hansen & Thomas J. Sargent, 1980. "Rational expectations models and the aliasing phenomenon," Staff Report 60, Federal Reserve Bank of Minneapolis.
  93. Hillebrand, Marten, 2012. "On the optimal size of Social Security in the presence of a stock market," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 26-38.
  94. L. Lambertini, 2002. "Stackelberg Leadership in a Dynamic Duopoly with Capital Accumulation," Working Papers 442, Dipartimento Scienze Economiche, Universita' di Bologna.
  95. Vesa Kanniainen, 1993. "Optimal production of innovations under uncertainty," Journal of Economics, Springer, vol. 57(2), pages 147-168, June.
  96. Cassou, Steven P. & Lansing, Kevin J., 1998. "Optimal fiscal policy, public capital, and the productivity slowdown," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 911-935, June.
  97. repec:wyi:journl:002142 is not listed on IDEAS
  98. Frank Heinemann, 1997. "Rationalizable expectations and sunspot equilibria in an overlapping-generations economy," Journal of Economics, Springer, vol. 65(3), pages 257-277, October.
  99. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series 2017/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  100. Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
  101. Salas-Fumás, Vicente & Rosell-Martínez, Jorge & Delgado-Gómez, José Manuel, 2016. "Capacity, investment and market power in the economic value of energy firms," Energy Economics, Elsevier, vol. 53(C), pages 28-39.
  102. Peter M. Garber & Robert G. King, 1983. "Deep Structral Excavation? A Critique of Euler Equation Methods," NBER Technical Working Papers 0031, National Bureau of Economic Research, Inc.
  103. Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, Regulations, and the Value of U.S. and U.K. Corporations," Review of Economic Studies, Oxford University Press, vol. 72(3), pages 767-796.
  104. repec:ijm:journl:v10:y:2017:i:3:p:134-164 is not listed on IDEAS
  105. Collard, Fabrice, 1998. "Spectral and persistence properties of cyclical growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 463-488, November.
  106. Andrew B. Abel & Janice C. Eberly, "undated". "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.
  107. Mason, Charles F., 2012. "On equilibrium in resource markets with scale economies and stochastic prices," Journal of Environmental Economics and Management, Elsevier, vol. 64(3), pages 288-300.
  108. Christiano, Lawrence J. & Eichenbaum, Martin, 1987. "Temporal aggregation and structural inference in macroeconomics," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 26(1), pages 63-130, January.
  109. Casares, Miguel & McCallum, Bennett T., 2006. "An optimizing IS-LM framework with endogenous investment," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 621-644, December.
  110. Lucas, Jr., Robert E., 1995. "Monetary Neutrality," Nobel Prize in Economics documents 1995-1, Nobel Prize Committee.
  111. Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Thomas Sargent, 2016. "A Framework for the Analysis of Self-Confi rming Policies," Working Papers 573, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  112. Basu, Parantap & Getachew, Yoseph, 2015. "An adjustment cost model of social mobility," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 177-190.
  113. SaangJoon Baak, 2000. "Heterogeneous Expectations, Volatility and Welfare," Working Papers EMS_2000_01, Research Institute, International University of Japan.
  114. Matheron, Julien, 2003. "Is growth useful in RBC models?," Economic Modelling, Elsevier, vol. 20(3), pages 605-622, May.
  115. Lawrence J. Christiano, 1980. "The term structure of interest rates and the aliasing identification problem," Working Papers 165, Federal Reserve Bank of Minneapolis.
  116. Russell Cooper & Joao Ejarque, 2003. "Financial Frictions and Investment: Requiem in Q," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 710-728, October.
  117. Yoseph Yilma Getachew & Keshab Bhattarai & Parantap Basu, 2012. "Capital adjustment cost and bias in income based dynamic panel models with fixed effects," Working Papers 2012_07, Durham University Business School.
  118. Beladi, Hamid & Chakrabarti, Avik & Marjit, Sugata, 2010. "Exchange rate pass-through: A generalization," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 493-504, July.
  119. M. Toseef Azid, 2010. "The role of technology spillovers in convergence," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 26(1), pages 53-64, February.
  120. Marcel Gérard & Frédéric Verscueren, 2002. "Finance, uncertainty and investment: assessing the gains and losses of a generalized non linear structural approach using Belgian panel data," Working Paper Research 26, National Bank of Belgium.
  121. Valles, Javier, 1997. "Aggregate investment in a business cycle model with adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1181-1198, June.
  122. Hayashi, Fumio & Inoue, Tohru, 1991. "The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms," Econometrica, Econometric Society, vol. 59(3), pages 731-753, May.
  123. Ariel Pakes, 1984. "Patents, R&D, and the Stock Market Rate of Return: A Summary of Some Empirical Results," NBER Chapters,in: R&D, Patents, and Productivity, pages 253-260 National Bureau of Economic Research, Inc.
  124. Baldursson, Fridrik M., 1999. "Modelling the price of industrial commodities," Economic Modelling, Elsevier, vol. 16(3), pages 331-353, August.
  125. Lu Zhang, 2017. "The Investment CAPM," NBER Working Papers 23226, National Bureau of Economic Research, Inc.
  126. Berthold Herrendorf & Akos Valentinyi, 2002. "Determinacy Through Intertemporal Capital Adjustment Costs," IEHAS Discussion Papers 0209, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  127. Sargent, Thomas J., 1996. "Expectations and the nonneutrality of Lucas," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 535-548, June.
  128. Ramser, Hans Jürgen, 1979. "Investition, Unsicherheit und unvollständige Information," Discussion Papers, Series I 131, University of Konstanz, Department of Economics.
  129. Richard M. Todd, 1989. "Periodic linear-quadratic methods for modeling seasonality," Staff Report 127, Federal Reserve Bank of Minneapolis.
  130. Lim, Jamus Jerome, 2014. "Institutional and structural determinants of investment worldwide," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 160-177.
  131. Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
  132. Petrakis, Emmanuel & Roy, Santanu, 1999. "Cost-Reducing Investment, Competition, and Industry Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 381-401, May.
  133. Ohanian, Lee E. & Prescott, Edward C. & Stokey, Nancy L., 2009. "Introduction to dynamic general equilibrium," Journal of Economic Theory, Elsevier, vol. 144(6), pages 2235-2246, November.
  134. Tsitsiklis, John N. & Xu, Yunjian, 2015. "Pricing of fluctuations in electricity markets," European Journal of Operational Research, Elsevier, vol. 246(1), pages 199-208.
  135. William Brock & Anastasios Xepapadeas & Athanasios Yannacopoulos, "undated". "Adjustment Costs and Long Run Spatial Agglomerations," DEOS Working Papers 1327, Athens University of Economics and Business.
  136. Patrick Bolton & Hui Chen & Neng Wang, 2011. "A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management," Journal of Finance, American Finance Association, vol. 66(5), pages 1545-1578, October.
  137. Strebulaev, Ilya A. & Whited, Toni M., 2012. "Dynamic Models and Structural Estimation in Corporate Finance," Foundations and Trends(R) in Finance, now publishers, vol. 6(1–2), pages 1-163, November.
  138. Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
  139. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
  140. Santos, Manuel S., 2002. "On Non-existence of Markov Equilibria in Competitive-Market Economies," Journal of Economic Theory, Elsevier, vol. 105(1), pages 73-98, July.
  141. Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005. "An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs," Working Papers 2005/12, Czech National Bank, Research Department.
  142. Yang, Fan, 2013. "Investment shocks and the commodity basis spread," Journal of Financial Economics, Elsevier, vol. 110(1), pages 164-184.
  143. Ghossoub, Edgar A. & Reed, Robert R., 2014. "The cost of capital, asset prices, and the effects of monetary policy," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 211-228.
  144. Russell Cooper & Joao Ejarque, 2000. "Exhuming Q: Market Power vs. Capital Market Imperfections," Econometric Society World Congress 2000 Contributed Papers 0528, Econometric Society.
  145. Abel, Andrew B & Eberly, Janice C, 1994. "A Unified Model of Investment under Uncertainty," American Economic Review, American Economic Association, vol. 84(5), pages 1369-1384, December.
  146. Lensink, Robert, 1999. "Uncertainty, financial development and economic growth: an empirical analysis," Research Report 99E37, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  147. Steven Cassou & Emanuel Xavier de Oliveira, 2011. "Barriers to technological adoption in Spain and Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(3), pages 189-209, December.
  148. Andrew B. Abel, 1985. "Inventories, Stock-Outs, and Production Smoothing," NBER Working Papers 1563, National Bureau of Economic Research, Inc.
  149. Jyh-Bang Jou & Tan Lee, 2008. "Taxation on Land Value and Development When There Are Negative Externalities from Development," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 103-120, January.
  150. Ariel Pakes, 1981. "Patents, R and D, and the Stock Market Rate of Return," NBER Working Papers 0786, National Bureau of Economic Research, Inc.
  151. repec:dgr:rugsom:99e23 is not listed on IDEAS
  152. Luca Corato & Michele Moretto & Sergio Vergalli, 2013. "Land conversion pace under uncertainty and irreversibility: too fast or too slow?," Journal of Economics, Springer, vol. 110(1), pages 45-82, September.
  153. Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2012. "Inflation, human capital and Tobin's q," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1057-1074.
  154. Chateau, Jean-Pierre D., 1990. "Financement dynamique des intermédiaires financiers : l’effet de la volatilité du taux de crédit sur les dépôts de base," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(1), pages 50-64, mars.
  155. Jonathan Halket & Santhanagopalan Vasudev, 2014. "Saving Up or Settling Down: Home Ownership over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 345-366, April.
  156. Zaffaroni, Paolo, 2004. "Contemporaneous aggregation of linear dynamic models in large economies," Journal of Econometrics, Elsevier, vol. 120(1), pages 75-102, May.
  157. Jaime McGovern & Olivier Morand & Kevin Reffett, 2013. "Computing minimal state space recursive equilibrium in OLG models with stochastic production," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(3), pages 623-674, November.
  158. Mark Schankerman, 1991. "Revisions and Investment Plans and the Stock Market Rate of Return," NBER Working Papers 3937, National Bureau of Economic Research, Inc.
  159. Garcia-Belenguer, Fernando, 2007. "Stability, global dynamics and Markov equilibrium in models of endogenous economic growth," Journal of Economic Theory, Elsevier, vol. 136(1), pages 392-416, September.
  160. Lars Peter Hansen & Thomas J. Sargent, 1980. "Linear rational expectations models for dynamically interrelated variables," Working Papers 135, Federal Reserve Bank of Minneapolis.
  161. Toivanen, Otto & Stoneman, Paul, 1998. "Dynamics of R&D and investment: UK evidence," Economics Letters, Elsevier, vol. 58(1), pages 119-126, January.
  162. Lawrence J. Christiano & Jonas D.M. Fisher, 1995. "Tobin's Q and asset returns: implications for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-14, Federal Reserve Bank of Chicago.
  163. John B. Taylor, 1983. "Rational Expectations Models in Macroeconomics," NBER Working Papers 1224, National Bureau of Economic Research, Inc.
  164. Meg Adachi-Sato & Chaiporn Vithessonthi, 2016. "Bank Systemic Risk and Corporate Investment," PIER Discussion Papers 17., Puey Ungphakorn Institute for Economic Research, revised Jan 2016.
  165. Bin Chen & Yongmiao Hong, 2013. "Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  166. Ugur, Mehmet & Trushin, Eshref & Solomon, Edna, 2015. "Inverted-U relationship between innovation and survival: Evidence from firm-level UK data," MPRA Paper 68010, University Library of Munich, Germany, revised 10 Nov 2015.
  167. Bakshi, Gurdip S. & Chen, Zhiwu & Naka, Atsuyuki, 1995. "Production-based asset pricing in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 217-240, July.
  168. Conor M. O'Toole & Carol Newman & Thia Hennessy, 2011. "The role of investment, fundamental Q and financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," Working Papers 1101, Rural Economy and Development Programme,Teagasc.
  169. Alexandre Flávio Silva Andrada, 2014. "Um Estudo Do Discurso Doutrinário De Robert E. Lucas Jr. Método E História Das Ideias Acerca Das Análises De Ciclos Econômicos," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 005, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  170. Frank Silvio Marzano & Enrico Saltari, 1999. "Modern Theories of Investment Decisions A Critical Assessment," Working Papers 57, Sapienza University of Rome, CIDEI.
  171. Krusell, Per & Quadrini, Vincenzo & Rios-Rull, Jose-Victor, 1996. "Are consumption taxes really better than income taxes?," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 475-503, June.
  172. Bernard Dumas, 1988. "Pricing Physical Assets Internationally," NBER Working Papers 2569, National Bureau of Economic Research, Inc.
  173. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, vol. 62(2), pages 201-245, November.
  174. Michael J. P. Magill, 1978. "On Cyclical Motion in Dynamic Economics," Discussion Papers 334, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  175. repec:dgr:rugccs:199902 is not listed on IDEAS
  176. Steven P. Cassou & Kevin J. Lansing, 1996. "Growth effects of a flat tax," Working Paper 9615, Federal Reserve Bank of Cleveland.
  177. Virgiliu Midrigan & Thomas Philippon & Callum Jones, 2016. "Beyond the Liquidity Trap: the Secular Stagnation of Investment," 2016 Meeting Papers 1429, Society for Economic Dynamics.
  178. Amir Yaron & Leonid Kogan & Dmitry Livdan, 2004. "Futures Prices in a Production Economy with Investment Constraints," 2004 Meeting Papers 128, Society for Economic Dynamics.
  179. Kim, Jinill, 2003. "Functional equivalence between intertemporal and multisectoral investment adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 533-549, February.
  180. Lach, Saul & Schankerman, Mark, 1987. "The Interaction Between Capital Investment and R&D in Science-Based Firms," Working Papers 87-36, C.V. Starr Center for Applied Economics, New York University.
  181. Mervyn A. King & Mark Robson, 1989. "Endogenous Growth and the role of History," NBER Working Papers 3151, National Bureau of Economic Research, Inc.
  182. Javier Andrés & Fernando Restoy, 2007. "Macroeconomic modelling in EMU: how relevant is the change in regime?," Working Papers 0718, Banco de España;Working Papers Homepage.
  183. Shigeyuki Hamori & Shin-Ichi Kitasaka, 1997. "The characteristics of the business cycle in Japan," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1105-1113.
  184. Abel, Andrew B. & Eberly, Janice C., 1997. "An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 831-852, May.
  185. Patrick Bolton & Neng Wang & Jinqiang Yang, 2016. "Liquidity and Risk Management: Coordinating Investment and Compensation Policies," 2016 Meeting Papers 1703, Society for Economic Dynamics.
  186. Milind M. Shrikhande, 1997. "The cost of doing business abroad and international capital market equilibrium," FRB Atlanta Working Paper 97-3, Federal Reserve Bank of Atlanta.
  187. Dan Vu Cao, 2010. "Collateral Shortages, Asset Price And Investment Volatility With Heterogeneous Beliefs," 2010 Meeting Papers 1233, Society for Economic Dynamics.
  188. Joseph P. Ogden & Shanhong Wu, 2015. "Corporate Investment: Empirical Evidence for Alternative Propensities," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 1-21, November.
  189. Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
  190. repec:dgr:rugsom:99e37 is not listed on IDEAS
  191. Benjamin Leard, 2013. "The Welfare Effects of Allowance Banking in Emissions Trading Programs," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 55(2), pages 175-197, June.
  192. Sargent, Thomas J, 1982. "Beyond Demand and Supply Curves in Macroeconomics," American Economic Review, American Economic Association, vol. 72(2), pages 382-389, May.
  193. Faria, Joao Ricardo & Mollick, Andre Varella, 2010. "Tobin's q and U.S. inflation," Journal of Economics and Business, Elsevier, vol. 62(5), pages 401-418, September.
  194. Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009. "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche 09-17, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke, revised 10 Mar 2010.
  195. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 31(2), pages 141-160, March.
  196. Mikaela Backman & Lina Bjerke, 2011. "Location of Talent," ERSA conference papers ersa10p415, European Regional Science Association.
  197. Bruno S. Frey und Matthias Benz, "undated". "�konomie und Psychologie: eine �bersicht," IEW - Working Papers 092, Institute for Empirical Research in Economics - University of Zurich.
  198. Grenadier, Steven R., 1995. "Valuing lease contracts A real-options approach," Journal of Financial Economics, Elsevier, vol. 38(3), pages 297-331, July.
  199. Joaquin, Domingo Castelo & Khanna, Naveen, 2001. "Investment timing decisions under threat of potential competition: Why firm size matters1," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(1), pages 1-17.
  200. Boldrin Michele & Montrucchio Luigi, 1995. "Acyclicity and Dynamic Stability: Generalizations and Applications," Journal of Economic Theory, Elsevier, vol. 65(2), pages 303-326, April.
  201. Berthold Herrendorf & Akos Valentinyi, 2003. "Determinacy Through Intertemporal Adjustment Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 483-497, July.
  202. SaangJoon Baak, 1999. "Heterogeneous Expectations, Market Dynamics, and Social Welfare," Computing in Economics and Finance 1999 222, Society for Computational Economics.
  203. Wang, Chong & Wang, Neng & Yang, Jinqiang, 2012. "A unified model of entrepreneurship dynamics," Journal of Financial Economics, Elsevier, vol. 106(1), pages 1-23.
  204. García-Belenguer, Fernando, 2006. "Stability, Global Dynamics and Markov Equilibrium in Models of Economic Growth," Working Papers in Economic Theory 2006/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
  205. Jinill Kim, 1998. "Indeterminacy and investment adjustment costs," Finance and Economics Discussion Series 1998-38, Board of Governors of the Federal Reserve System (U.S.).
  206. V. V. Chari, 1999. "Nobel laureate Robert E. Lucas, Jr.; architect of modern macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 2-12.
  207. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, January.
  208. L. Lambertini, 2005. "Dynamic Oligopoly ˆ la Stackelberg with Stochastic Capital Accumulation," Working Papers 547, Dipartimento Scienze Economiche, Universita' di Bologna.
  209. Matthias Kredler, 2005. "Sector-Specific Volatility Patterns in Investment," Macroeconomics 0501016, EconWPA.
  210. Judy L Klein, 2015. "The Cold War Hot House for Modeling Strategies at the Carnegie Institute of Technology," Working Papers Series 19, Institute for New Economic Thinking.
  211. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco.
  212. Manuel Santos, "undated". "On Non-Existence of Markov Equilibria in Competitive-Market Economies," Working Papers 2133305, Department of Economics, W. P. Carey School of Business, Arizona State University.
  213. de Cordoba, Gonzalo Fernandez & Kehoe, Timothy J., 2000. "Capital flows and real exchange rate fluctuations following Spain's entry into the European Community," Journal of International Economics, Elsevier, vol. 51(1), pages 49-78, June.
  214. Tvedt, Jostein, 2002. "The effect of uncertainty and aggregate investments on crude oil price dynamics," Energy Economics, Elsevier, vol. 24(6), pages 615-628, November.
  215. Cassou, Steven P. & Hamilton, Stephen F., 2004. "The transition from dirty to clean industries: optimal fiscal policy and the environmental Kuznets curve," Journal of Environmental Economics and Management, Elsevier, vol. 48(3), pages 1050-1077, November.
  216. Santanu Roy & Takashi Kamihigashi, 2004. "Investment, Externalities & Industry Dynamics," Econometric Society 2004 North American Summer Meetings 144, Econometric Society.
  217. Russell W. Cooper & Joao Ejarque, 2001. "Exhuming Q: market power capital market imperfections," Working Papers 611, Federal Reserve Bank of Minneapolis.
  218. repec:pai:apunup:es-38-02 is not listed on IDEAS
  219. Wilko Letterie & Gerard A. Pfann & Sher Verick, 2010. "On Lumpiness in the Replacement and Expansion of Capital," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 263-281, June.
  220. Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014. "The net worth trap: investment and output dynamics in the presence of financing constraints," Research Discussion Papers 26/2014, Bank of Finland.
  221. Rousseau, Peter L. & Kim, Jong Hun, 2008. "A flight to Q? Firm investment and financing in Korea before and after the 1997 financial crisis," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1416-1429, July.
  222. Ortigueira, Salvador, 2014. "On the Optimality of U.S. Fiscal Policy: 1960-2010," UC3M Working papers. Economics we1418, Universidad Carlos III de Madrid. Departamento de Economía.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.