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Citations for "Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics"

by Julia K. Thomas & Aubhik Khan

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  1. Christopher House, 2008. "Fixed Costs and Long-Lived Investments," 2008 Meeting Papers 3, Society for Economic Dynamics.
  2. Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.
  3. Christian Bayer & Volker Tjaden, 2016. "Large Open Economies and Fixed Costs of Capital Adjustment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 125-146, July.
  4. Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2011. "Cross-Sectoral Variation in The Volatility of Plant-Level Idiosyncratic Shocks," NBER Working Papers 17659, National Bureau of Economic Research, Inc.
  5. Julia Thomas & Aubhik Khan, 2009. "Endogenous Market Segmentation and the Volatility of House Prices," 2009 Meeting Papers 1127, Society for Economic Dynamics.
  6. Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo Group Munich.
  7. Julia K. Thomas & Aubhik Khan, 2011. "Default Risk and Aggregate Fluctuations in an Economy with Production Heterogeneity," 2011 Meeting Papers 1333, Society for Economic Dynamics.
  8. David Berger & Joseph Vavra, 2015. "Consumption Dynamics During Recessions," Econometrica, Econometric Society, vol. 83, pages 101-154, 01.
  9. Jianjun Miao & Pengfei Wang, . "Lumpy Investment and Corporate Tax Policy," Boston University - Department of Economics - Working Papers Series wp2009-016, Boston University - Department of Economics.
  10. Fang Yao, 2008. "Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles," SFB 649 Discussion Papers SFB649DP2008-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  11. Julia K. Thomas & Aubhik Khan, 2009. "Collateral constraints, capital specificity and the distribution of production: the role of real and financial frictions in aggregate fluctuations," 2009 Meeting Papers 1133, Society for Economic Dynamics.
  12. Giulio Fella, 2014. "A generalized endogenous grid method for non-smooth and non-concave problems," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 329-344, April.
  13. Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear rational expectations models," CAMA Working Papers 2014-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Fahr, Stephan & Yao, Fang, 2009. "When does lumpy factor adjustment matter for aggregate dynamics?," Working Paper Series 1016, European Central Bank.
  15. Claessens, Stijn & Ueda, Kenichi & Yafeh, Yishay, 2010. "Financial Frictions, Investment, and Institutions," CEPR Discussion Papers 8170, C.E.P.R. Discussion Papers.
  16. Basile Grassi & Vasco Carvalho, 2015. "Firm Dynamics and the Granular Hypothesis," 2015 Meeting Papers 617, Society for Economic Dynamics.
  17. Jang-Ting Guo & Yutaro Izumi & Yi-Chan Tsai, 2015. "Resource Misallocation and Aggregate Productivity under Progressive Taxation," Working Papers 201502, University of California at Riverside, Department of Economics.
  18. Gian Luca Clementi & Dino Palazzo, 2010. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," Working Papers 10-16, New York University, Leonard N. Stern School of Business, Department of Economics.
  19. Matthias Kehrig, 2011. "The Cyclicality of Productivity Dispersion," 2011 Meeting Papers 484, Society for Economic Dynamics.
  20. Andrea Lanteri, 2013. "The Market for Used Capital: Endogenous Irreversibility and Reallocation over the Business Cycle," 2013 Meeting Papers 608, Society for Economic Dynamics.
  21. Alejandro Riaño, 2011. "Exports, investment and firm-level sales volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 643-663, November.
  22. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
  23. Jack Favilukis & Xiaoji Lin, 2012. "Wage Rigidity: A Solution to Several Asset Pricing Puzzles," 2012 Meeting Papers 589, Society for Economic Dynamics.
  24. Miao, Jianjun & Wang, Pengfei, 2009. "Does Lumy Investment Matter for Business Cycles?," MPRA Paper 14977, University Library of Munich, Germany.
  25. CASTRO, Rui & CLEMENTI, Gian Luca & LEE, Yoonsoo, 2010. "Cross-Sectoral Variation in Firm-Level Idiosyncratic Risk," Cahiers de recherche 15-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  26. Ryan Michaels & Michael Elsby, 2012. "Fixed Adjustment Costs and Aggregate Fluctuations," 2012 Meeting Papers 679, Society for Economic Dynamics.
  27. Jae Sim & Egon Zakrajsek & Simon Gilchrist, 2010. "Uncertainty, Financial Frictions, and Investment Dynamics," 2010 Meeting Papers 1285, Society for Economic Dynamics.
  28. Janiak, Alexandre, 2013. "Structural unemployment and the costs of firm entry and exit," Labour Economics, Elsevier, vol. 23(C), pages 1-19.
  29. Thijs van Rens & Jordi Gali, 2010. "The Vanishing Procyclicality of Labor Productivity," 2010 Meeting Papers 705, Society for Economic Dynamics.
  30. Perri, Fabrizio & Krueger, Dirk & Mitman, Kurt, 2016. "Macroeconomics and Household Heterogeneity," Staff Report 529, Federal Reserve Bank of Minneapolis.
  31. Chen, Andrew Y., 2014. "Habit, Production, and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2014-103, Board of Governors of the Federal Reserve System (U.S.).
  32. Sveen, Tommy & Weinke, Lutz, 2007. "Lumpy investment, sticky prices, and the monetary transmission mechanism," Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 23-36, September.
  33. repec:hhs:bofrdp:2013_016 is not listed on IDEAS
  34. Can Tian, 2012. "Riskiness Choice and Endogenous Productivity Dispersion over the Business Cycle," PIER Working Paper Archive 12-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  35. Ejarque, João Miguel & Nilsen, Øivind Anti, 2008. "Identifying Adjustment Costs of Net and Gross Employment Changes," Economics Discussion Papers 8924, University of Essex, Department of Economics.
  36. Lapatinas, Athanasios, 2015. "Multinational versus national firms on capital adjustment costs: A structural approach," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 9, pages 1-22.
  37. Joseph Vavra, 2011. "Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation," 2011 Meeting Papers 126, Society for Economic Dynamics.
  38. Tatsuro Senga, 2014. "A New Look at Uncertainty Shocks: Imperfect Information and Misallocation," UTokyo Price Project Working Paper Series 042, University of Tokyo, Graduate School of Economics.
  39. Christopher L. House, 2008. "Fixed Costs and Long-Lived Investments," NBER Working Papers 14402, National Bureau of Economic Research, Inc.
  40. Nicholas Bloom & Max Floetotto & Nir Jaimovich & Itay Saporta-Eksten & Stephen Terry, 2013. "Really Uncertain Business Cycles," CEP Discussion Papers dp1195, Centre for Economic Performance, LSE.
  41. Tommy Sveen & Lutz Weinke, 2005. "Is lumpy investment really irrelevant for the business cycle?," Economics Working Papers 869, Department of Economics and Business, Universitat Pompeu Fabra.
  42. Favilukis, Jack & Lin, Xiaoji, 2013. "Long run productivity risk and aggregate investment," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 737-751.
  43. Roys, Nicolas, 2014. "Optimal investment policy with fixed adjustment costs and complete irreversibility," Economics Letters, Elsevier, vol. 124(3), pages 416-419.
  44. David Berger & Joseph S. Vavra, 2013. "Volatility and Pass-through," NBER Working Papers 19651, National Bureau of Economic Research, Inc.
  45. Jianjun Miao, . "Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs," Boston University - Department of Economics - Working Papers Series wp2008-023, Boston University - Department of Economics.
  46. Alessandria, George & Choi, Horag, 2014. "Establishment heterogeneity, exporter dynamics, and the effects of trade liberalization," Journal of International Economics, Elsevier, vol. 94(2), pages 207-223.
  47. Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia.
  48. Yashiv, Eran, 2016. "Aggregate Hiring and the Value of Jobs Along the Business Cycle," CEPR Discussion Papers 11076, C.E.P.R. Discussion Papers.
  49. Boyan Jovanovic, 2006. "Investment Options and the Business Cycle," 2006 Meeting Papers 66, Society for Economic Dynamics.
  50. Julia Thomas & Aubhik Khan, 2016. "(S,s) insights into the role of inventories in business cycles and high frequency fluctuations," 2016 Meeting Papers 662, Society for Economic Dynamics.
  51. repec:hhs:bofrdp:2013_018 is not listed on IDEAS
  52. R?diger Bachmann & Ricardo J. Caballero & Eduardo M. R. A. Engel, 2013. "Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 29-67, October.
  53. Julia K. Thomas & Aubhik Khan, 2010. "Inventory investment and aggregate fluctuations with idiosyncratic shocks," 2010 Meeting Papers 782, Society for Economic Dynamics.
  54. Di Nola, Alessandro, 2015. "Capital Misallocation during the Great Recession," MPRA Paper 68289, University Library of Munich, Germany.
  55. Andreasen, Martin M. & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
  56. Bachmann, Rüdiger & Bayer, Christian, 2013. "‘Wait-and-See’ business cycles?," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 704-719.
  57. Eran Yashiv, 2015. "Online Appendix to "Capital Values and Job Values"," Technical Appendices 14-327, Review of Economic Dynamics.
  58. Yashiv, Eran, 2011. "The Joint Behavior of Hiring and Investment," CEPR Discussion Papers 8237, C.E.P.R. Discussion Papers.
  59. House, Christopher L., 2014. "Fixed costs and long-lived investments," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 86-100.
  60. Julia Thomas & Berardino Palazzo & Aubhik Khan & Gian Luca Clementi, 2014. "Entry, Exit and the Shape of Aggregate Fluctuations in a General Equilibrium Model with Capital Heterogeneity," 2014 Meeting Papers 1344, Society for Economic Dynamics.
  61. Julia K. Thomas & Aubhik Khan, 2010. "Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity," 2010 Meeting Papers 801, Society for Economic Dynamics.
  62. Christoph Görtz & Afrasiab Mirza, 2014. "On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions," CESifo Working Paper Series 4837, CESifo Group Munich.
  63. Robert S. Chirinko & Huntley Schaller, 2008. "The Irreversibility Premium," CESifo Working Paper Series 2265, CESifo Group Munich.
  64. Jianjun Miao & Pengfei Wang, 2014. "A Q-theory model with lumpy investment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(1), pages 133-159, September.
  65. Carvalho, Vasco M & Grassi, Basile, 2015. "Large Firm Dynamics and the Business Cycle," CEPR Discussion Papers 10587, C.E.P.R. Discussion Papers.
  66. Šustek, Roman, 2011. "Plant-level nonconvex output adjustment and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 400-414.
  67. Alexandre Janiak, 2010. "Structural unemployment and the regulation of product market," Documentos de Trabajo 274, Centro de Economía Aplicada, Universidad de Chile.
  68. repec:esx:essedp:660 is not listed on IDEAS
  69. 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.
  70. Yashiv, Eran, 2012. "Frictions and the Joint Behavior of Hiring and Investment," IZA Discussion Papers 6636, Institute for the Study of Labor (IZA).
  71. Theodosios Dimopoulos & Stefano Sacchetto, . "Technological Heterogeneity and Corporate Investment," GSIA Working Papers 2012-E48, Carnegie Mellon University, Tepper School of Business.
  72. Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.
  73. Vivek Farias & Bar Ifrach & Gabriel Weintraub, 2012. "A Framework for Dynamic Oligopoly in Concentrated Industries," 2012 Meeting Papers 505, Society for Economic Dynamics.
  74. Ruediger Bachmann & Christian Bayer, 2009. "The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration," CESifo Working Paper Series 2810, CESifo Group Munich.
  75. Giulio Fella, 2011. "A Generalized Endogenous Grid Method for Non-concave Problems," Working Papers 677, Queen Mary University of London, School of Economics and Finance.
  76. Liu, Yanping, 2015. "Capital Adjustment Costs: Implications for Domestic and Export Sales Dynamics," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 529, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  77. Lapatinas, Athanasios, 2009. "Labour adjustment costs: Estimation of a dynamic discrete choice model using panel data for Greek manufacturing firms," Labour Economics, Elsevier, vol. 16(5), pages 521-533, October.
  78. Theodosios Dimopoulos & Stefano Sacchetto, 2014. "Merger Activity in Industry Equilibrium," GSIA Working Papers 2012-E47, Carnegie Mellon University, Tepper School of Business.
  79. Pavol Majher, 2015. "Firm entry and exit, investment irreversibility, and business cycle dynamics," Vienna Economics Papers 1513, University of Vienna, Department of Economics.
  80. Roberto M. Samaniego, 2010. "Entry, Exit, and Investment-Specific Technical Change," American Economic Review, American Economic Association, vol. 100(1), pages 164-92, March.
  81. Yan Bai & Patrick Kehoe & Cristina Arellano, 2011. "Financial Markets and Fluctuations in Uncertainty," 2011 Meeting Papers 896, Society for Economic Dynamics.
  82. D'Elia, Enrico, 2011. "A simple model of discontinuous firm’s growth," MPRA Paper 35925, University Library of Munich, Germany.
  83. Charlotta Groth & Hashmat Khan, 2010. "Investment Adjustment Costs: An Empirical Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
  84. Francois Gourio, 2007. "Disasters and Recoveries: A Note on the Barro-Rietz Explanation of the Equity Premium Puzzle," Boston University - Department of Economics - Working Papers Series WP2007-007, Boston University - Department of Economics.
  85. Jack Favilukis & Xiaoji Lin, 2011. "Micro Frictions, Asset Pricing and Aggregate," FMG Discussion Papers dp673, Financial Markets Group.
  86. Ruediger Bachmann & Eduardo Engel & Ricardo Caballero, 2006. "Lumpy Investment in Dynamic General Equilibrium," 2006 Meeting Papers 775, Society for Economic Dynamics.
  87. Aubhik Khan, 2008. "A model of economic development with lumpy human capital accumulation," 2008 Meeting Papers 943, Society for Economic Dynamics.
  88. Claessens, Stijn & Ueda, Kenichi & Yafeh, Yishay, 2014. "Institutions and financial frictions: Estimating with structural restrictions on firm value and investment," Journal of Development Economics, Elsevier, vol. 110(C), pages 107-122.
  89. Roberto M. Samaniego, 2008. "Entry, Exit and Investment-Specific Technical Change, Second Version," PIER Working Paper Archive 09-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Dec 2008.
  90. Julia K. Thomas & Dino Palazzo & Aubhik Khan & Gian Luca Clementi, 2011. "Selection, Reallocation and the Shape of Aggregate Fluctuations: A General Equilibrium Analysis," 2011 Meeting Papers 1364, Society for Economic Dynamics.
  91. Liu, Yanping, 2015. "Capital Adjustment Costs: Implications for Domestic and Export Sales Dynamics," Discussion Papers in Economics 26600, University of Munich, Department of Economics.
  92. Ctirad Slavik, 2011. "Asset Prices and Business Cycles with Financial Frictions," 2011 Meeting Papers 587, Society for Economic Dynamics.
  93. Noh-Sun Kwark & Eunseong Ma, 2016. "Entrepreneurship and Income Distribution Dynamics: Why Are Top Income Earners Unaffected by Business Cycles?," Working Papers 1608, Research Institute for Market Economy, Sogang University.
  94. Andrea L. Eisfeldt & Tyler Muir, 2014. "Aggregate External Financing and Savings Waves," NBER Working Papers 20442, National Bureau of Economic Research, Inc.
  95. Eran Yashiv, 2015. "Capital Values and Job Values," Discussion Papers 1502, Centre for Macroeconomics (CFM).
  96. D'Elia, Enrico & Nascia, Leopoldo & Zeli, Alessandro, 2011. "Analisi dei modelli d’impresa: discontinuità e sviluppo
    [Analysing firm's evolution: discontinuity and growth]
    ," MPRA Paper 35926, University Library of Munich, Germany.
  97. Sveen, Tommy & Weinke, Lutz, 2008. "New Keynesian perspectives on labor market dynamics," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 921-930, July.
  98. Fiori, Giuseppe, 2012. "Lumpiness, capital adjustment costs and investment dynamics," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 381-392.
  99. Andreas Bachmann, 2015. "Lumpy investment and variable capacity utilization: firm-level and macroeconomic implications," Diskussionsschriften dp1510, Universitaet Bern, Departement Volkswirtschaft.
  100. Yashiv, Eran, 2015. "Countercyclical Recruiting Rates and the Value of Jobs," IZA Discussion Papers 9364, Institute for the Study of Labor (IZA).
  101. Reiter, Michael & Sveen, Tommy & Weinke, Lutz, 2013. "Lumpy investment and the monetary transmission mechanism," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 821-834.
  102. Bhamra, Harjoat S. & Fisher, Adlai J. & Kuehn, Lars-Alexander, 2011. "Monetary policy and corporate default," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 480-494.
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