Nothing Special   »   [go: up one dir, main page]
create a website
Uncertainty, Financial Frictions, and Investment Dynamics. (2010). Zakrajsek, Egon ; Sim, Jae ; Gilchrist, Simon.
In: 2010 Meeting Papers.
RePEc:red:sed010:1285.

Full description at Econpapers || Download paper

Cited: 81

Citations received by this document

Cites: 61

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Economic policy uncertainty and stock market activity: Evidence from China. (2022). Song, Chen.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302817.

    Full description at Econpapers || Download paper

  2. Synchronisation of policy related uncertainty, financial stress and economic activity in the United States. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Tiwari, Aviral Kumar.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6406-6415.

    Full description at Econpapers || Download paper

  3. Sustainability of Global Economic Policy and Stock Market Returns in Indonesia. (2021). Wong, Wing-Keung ; Gilal, Muhammad Akram ; Hashmi, Shabir Mohsin.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:10:p:5422-:d:553295.

    Full description at Econpapers || Download paper

  4. Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S. (2021). Lu, Zhou ; Bao, Qun ; Sun, Yunpeng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306752.

    Full description at Econpapers || Download paper

  5. Uncertainty and Growth Disasters. (2020). Ma, Sai ; Jovanovic, Boyan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1279.

    Full description at Econpapers || Download paper

  6. The Impact of Policy Uncertainty on Macro-Economy of Developed and Developing Countries. (2018). van Wyk, Roscoe Bertrum ; Nyawo, Seabelo T.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:10:y:2018:i:1:p:33-41.

    Full description at Econpapers || Download paper

  7. Economic policy uncertainty and stock market liquidity: Does financial crisis make any difference?. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:jfep-09-2017-0088.

    Full description at Econpapers || Download paper

  8. Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Wensheng, Kang.
    In: MPRA Paper.
    RePEc:pra:mprapa:82188.

    Full description at Econpapers || Download paper

  9. Credit spreads and investment opportunities. (2017). Shen, Tao.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0545-x.

    Full description at Econpapers || Download paper

  10. Financial stress and economic dynamics: An application to France. (2017). van Roye, Björn ; Aboura, Sofiane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01526393.

    Full description at Econpapers || Download paper

  11. The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:303.

    Full description at Econpapers || Download paper

  12. The impact of macroeconomic uncertainty on international commodity prices: Empirical analysis based on TVAR model. (2017). Tan, Xiaofen ; Ma, Yongjiao .
    In: China Finance Review International.
    RePEc:eme:cfripp:cfri-06-2016-0066.

    Full description at Econpapers || Download paper

  13. Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G.
    In: Research in Economics.
    RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635.

    Full description at Econpapers || Download paper

  14. Does bank loan supply affect the supply of equity capital? Evidence from new share issuance and withdrawal. (2017). Bradley, Daniel ; Bergbrant, Mikael C ; Hunter, Delroy M.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:29:y:2017:i:c:p:32-45.

    Full description at Econpapers || Download paper

  15. Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11950.

    Full description at Econpapers || Download paper

  16. Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Li, Xin ; Yu, Xiu-Zhen ; Zhang, Jing-Wen ; Dai, Yin .
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

    Full description at Econpapers || Download paper

  17. Financial Frictions and Fluctuations in Volatility. (2016). Kehoe, Patrick ; Bai, Yan ; Arellano, Cristina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22990.

    Full description at Econpapers || Download paper

  18. Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-39.

    Full description at Econpapers || Download paper

  19. Uncertainty shocks are aggregate demand shocks. (2016). Liu, Zheng ; Leduc, Sylvain.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:82:y:2016:i:c:p:20-35.

    Full description at Econpapers || Download paper

  20. Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices. (2016). Mehkari, M. Saif.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:71-98.

    Full description at Econpapers || Download paper

  21. What Drives Aggregate Investment?. (2015). Bachmann, Ruediger.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:323.

    Full description at Econpapers || Download paper

  22. Credit Crunches and Credit Allocation in a Model of Entrepreneurship. (2015). De Nardi, Mariacristina ; Bassetto, Marco ; Cagetti, Marco .
    In: Review of Economic Dynamics.
    RePEc:red:issued:14-53.

    Full description at Econpapers || Download paper

  23. Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?. (2015). Ng, Serena ; Ma, Sai ; Ludvigson, Sydney.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21803.

    Full description at Econpapers || Download paper

  24. Uncertainty shocks in a model of effective demand. (2015). Bundick, Brent ; Basu, Susanto.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp14-15.

    Full description at Econpapers || Download paper

  25. Long Real Exchange Rate Volatility and Imports of Intermediate Inputs: A Microeconometric Analysis of Manufacturing Plants. (2015). López, Ricardo ; Lopez, Ricardo .
    In: Working Papers.
    RePEc:brd:wpaper:86.

    Full description at Econpapers || Download paper

  26. Uncertainty Shocks in a Model of Effective Demand. (2015). Bundick, Brent ; Basu, Susanto.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:774.

    Full description at Econpapers || Download paper

  27. Real Exchange Rate Volatility and Imports of Intermediate Inputs: A Microeconometric Analysis of Manufacturing Plants. (2015). Nguyen, Huong ; López, Ricardo ; Lopez, Ricardo A.
    In: Review of International Economics.
    RePEc:bla:reviec:v:23:y:2015:i:5:p:972-995.

    Full description at Econpapers || Download paper

  28. Main drivers of the recent decline in Italy’s non-construction investment. (2015). Giordano, Claire ; Busetti, Fabio ; Zevi, Giordano.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_276_15.

    Full description at Econpapers || Download paper

  29. Buyer-Size Discounts and Inflation Dynamics. (2014). Ueda, Kozo ; Shino, Junnosuke ; Saijo, Hikaru.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:017.

    Full description at Econpapers || Download paper

  30. Surprise, Surprise - Measuring Firm-Level Investment Innovations. (2014). Hristov, Atanas ; Elstner, Steffen ; Bachmann, Ruediger.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:515.

    Full description at Econpapers || Download paper

  31. Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:488.

    Full description at Econpapers || Download paper

  32. Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20081.

    Full description at Econpapers || Download paper

  33. On the systematic volatility of unpriced earnings. (2014). Lee, Jae Hoon ; Johnson, Timothy C. ; TimothyC. Johnson, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:1:p:84-104.

    Full description at Econpapers || Download paper

  34. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

    Full description at Econpapers || Download paper

  35. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141675.

    Full description at Econpapers || Download paper

  36. Characterizing very high uncertainty episodes. (2014). Guérin, Pierre ; Bijsterbosch, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141637.

    Full description at Econpapers || Download paper

  37. Surprise, Surprise - Measuring Firm-level Investment Innovations. (2014). Hristov, Atanas ; Elstner, Steffen ; Bachmann, Ruediger.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9894.

    Full description at Econpapers || Download paper

  38. Economic Policy Uncertainty and Inflation Expectations.. (2014). Piloiu, Anamaria ; Istrefi, Klodiana.
    In: Working papers.
    RePEc:bfr:banfra:511.

    Full description at Econpapers || Download paper

  39. Uncertainty shocks, banking frictions, and economic activity. (2013). van Roye, Björn ; Bonciani, Dario.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1843.

    Full description at Econpapers || Download paper

  40. Financial stress and economic dynamics: An application to France. (2013). van Roye, Björn ; Aboura, Sofiane.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1834.

    Full description at Econpapers || Download paper

  41. Financial Crises and Recapitalizations. (2013). Valencia, Fabian ; Sandri, Damiano.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:s2:p:59-86.

    Full description at Econpapers || Download paper

  42. Uncertainty Shocks Are Aggregate Demand Shocks. (2013). Liu, Zheng ; Leduc, Sylvain.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:270.

    Full description at Econpapers || Download paper

  43. Bank Leverage Cyles. (2013). Thomas, Carlos ; Nuño Barrau, Galo.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:220.

    Full description at Econpapers || Download paper

  44. Volatility and Pass-through. (2013). Vavra, Joseph ; Berger, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19651.

    Full description at Econpapers || Download paper

  45. Measuring Uncertainty. (2013). Ng, Serena ; Ludvigson, Sydney ; Jurado, Kyle.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19456.

    Full description at Econpapers || Download paper

  46. Credit Crunches and Credit Allocation in a Model of Entrepreneurship. (2013). De Nardi, Mariacristina ; Bassetto, Marco ; Cagetti, Marco .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19296.

    Full description at Econpapers || Download paper

  47. Measuring the Financial Soundness of U.S. Firms, 1926-2012. (2013). Weill, Pierre-Olivier ; Eisfeldt, Andrea ; Atkeson, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19204.

    Full description at Econpapers || Download paper

  48. Time-Varying Business Volatility and the Price Setting of Firms. (2013). Grimme, Christian ; Elstner, Steffen ; Born, Benjamin ; Bachmann, Ruediger.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19180.

    Full description at Econpapers || Download paper

  49. Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation. (2013). Vavra, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19148.

    Full description at Econpapers || Download paper

  50. What Drives Aggregate Investment? Evidence from German Survey Data. (2013). Zorn, Peter ; Bachmann, Ruediger.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18990.

    Full description at Econpapers || Download paper

  51. Shocks and Crashes. (2013). Lettau, Martin ; Ludvigson, Sydney C..
    In: NBER Chapters.
    RePEc:nbr:nberch:12932.

    Full description at Econpapers || Download paper

  52. Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums. (2013). Sum, Vichet .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:4:y:2013:i:1:p:1-4.

    Full description at Econpapers || Download paper

  53. Credit crunches and credit allocation in a model of entrepreneurship. (2013). De Nardi, Mariacristina ; Bassetto, Marco ; Cagetti, Marco .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2013-06.

    Full description at Econpapers || Download paper

  54. Rising intangible capital, shrinking debt capacity, and the US corporate savings glut. (2013). Sim, Jae ; Kadyrzhanova, Dalida ; Falato, Antonio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-67.

    Full description at Econpapers || Download paper

  55. Characterizing very high uncertainty episodes. (2013). Guérin, Pierre ; Bijsterbosch, Martin ; Guerin, Pierre .
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:2:p:239-243.

    Full description at Econpapers || Download paper

  56. The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model. (2013). Olson, Eric ; Jones, Paul M..
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:1:p:33-37.

    Full description at Econpapers || Download paper

  57. Time-Varying Business Volatility, Price Setting, and the Real Effects of Monetary Policy. (2013). Grimme, Christian ; Elstner, Steffen ; Born, Benjamin ; Bachmann, Ruediger.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9702.

    Full description at Econpapers || Download paper

  58. Financial Shocks and Economic Activity in the Netherlands. (2013). Broer, Peter ; Antony, Jürgen.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:260.rdf.

    Full description at Econpapers || Download paper

  59. What Drives Aggregate Investment? Evidence from German Survey Data. (2013). Zorn, Peter ; Bachmann, Ruediger.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4218.

    Full description at Econpapers || Download paper

  60. Macroeconomic uncertainty: what is it, how can we measure it and why does it matter?. (2013). Haddow, Abigail ; Shakir, Tamarah ; Hooley, John ; Hare, Chris .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0101.

    Full description at Econpapers || Download paper

  61. Risk news shocks and the business cycle. (2013). yates, anthony ; Theodoridis, Konstantinos ; Pinter, Gabor.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0483.

    Full description at Econpapers || Download paper

  62. Efficient Bailouts?. (2012). Bianchi, Javier.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:162.

    Full description at Econpapers || Download paper

  63. Uncertainty Shocks in a Model of Effective Demand. (2012). Bundick, Brent ; Basu, Susanto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18420.

    Full description at Econpapers || Download paper

  64. What explains high unemployment? The aggregate demand channel. (2012). Sufi, Amir ; Mian, Atif.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17830.

    Full description at Econpapers || Download paper

  65. Balance-Sheet Shocks and Recapitalizations. (2012). Valencia, Fabian ; Sandri, Damiano.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/068.

    Full description at Econpapers || Download paper

  66. When do credit frictions matter for business cycles?. (2012). Schwartzman, Felipe.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2012:i:3q:p:209-230:n:v.98no.3.

    Full description at Econpapers || Download paper

  67. Financial frictions and fluctuations in volatility. (2012). Kehoe, Patrick ; Bai, Yan ; Arellano, Cristina.
    In: Staff Report.
    RePEc:fip:fedmsr:466.

    Full description at Econpapers || Download paper

  68. Credit risk and disaster risk. (2012). Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2012-07.

    Full description at Econpapers || Download paper

  69. Uncertainty shocks are aggregate demand shocks. (2012). Liu, Zheng ; Leduc, Sylvain.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-10.

    Full description at Econpapers || Download paper

  70. Uncertainty shocks in a model of effective demand. (2012). Bundick, Brent ; Basu, Susanto.
    In: Working Papers.
    RePEc:fip:fedbwp:12-15.

    Full description at Econpapers || Download paper

  71. Macroeconomic implications of time-varying risk premia. (2012). Gourio, Francois.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121463.

    Full description at Econpapers || Download paper

  72. Monetary policy and fiscal stimulus with the zero lower bound and financial frictions. (2012). Merola, Rossana.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2012024.

    Full description at Econpapers || Download paper

  73. Uncertainty, Productivity and Unemployment in the Great Depression. (2011). Schaal, Edouard.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1450.

    Full description at Econpapers || Download paper

  74. Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation. (2011). Vavra, Joseph.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:126.

    Full description at Econpapers || Download paper

  75. Monetary Policy and Credit Supply Shocks. (2011). Zakrajsek, Egon ; Gilchrist, Simon ; Egon Zakrajšek, .
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:59:y:2011:i:2:p:195-232.

    Full description at Econpapers || Download paper

  76. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17026.

    Full description at Econpapers || Download paper

  77. Financial frictions in macroeconomic fluctations. (2011). Quadrini, Vincenzo.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2011:i:3q:p:209-254:n:vol.97no.3.

    Full description at Econpapers || Download paper

  78. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8201.

    Full description at Econpapers || Download paper

  79. Uncertainty and Growth Disasters. (). Ma, Sai ; Jovanovic, Boyan.
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-355.

    Full description at Econpapers || Download paper

  80. Idiosyncratic Uncertainty, Asymmetric Information, and Private Credit. (). Morozumi, Atsuyoshi ; Acosta-Ormaechea, Santiago .
    In: Discussion Papers.
    RePEc:not:notcfc:12/12.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ——— (1998): “Investment: Fundamentals and Finance,” in NBER Macroeconomic Annual, ed. by B. S. Bernanke and J. J. Rotemberg, Cambridge: The MIT Press, 223–274.
    Paper not yet in RePEc: Add citation now
  2. ——— (2007): “Stock Market Boom and the Productivity Gains of the 1990s,” Journal of Monetary Economics, 54, 413–432.
    Paper not yet in RePEc: Add citation now

  3. Abel, A. B. (1983): “Optimal Investment Under Uncertainty,” American Economic Review, 73, 228–233.

  4. Abel, A. B. and J. Eberly (1993): “A Unified Model of Investment Under Uncertainty,” NBER Working Paper No. 4296.

  5. Arellano, M. (2003): Panel Data Econometrics, Oxford, UK: Oxford University Press.

  6. Bachmann, R. and C. Bayer (2009): “Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications,” Working Paper No. 2844, CES-IFO.

  7. Barro, R. J. and R. G. King (1984): “Time-Separable Preferences and IntertemporalSubstitution Models of Business Cycles,” Quarterly Journal of Economics, 99, 817–839.
    Paper not yet in RePEc: Add citation now

  8. Basu, S., L. Pascali, F. Schiantarelli, and L. Serven (2009): “Productivity, Welfare, and Reallocation: Theory and Firm-Level Evidence,” Working Paper No. 09-19, Federal Reserve Bank of Boston.

  9. Bayless, M. E. and S. Chaplinsky (1996): “Is There a Window of Opportunity for Seasoned Equity Issuance?” Journal of Finance, 51, 253–278.

  10. Bernanke, B. S. (1983): “Irreversibility, Uncertainty, and Cyclical Investment,” Quarterly Journal of Economics, 98, 85–106.

  11. Bharath, S. T. and T. Shumway (2008): “Forecasting Default with the Merton Distance to Default Model,” Review of Financial Studies, 21, 1339–1369.

  12. Bloom, N. (2009): “The Impact of Uncertainty Shocks,” Econometrica, 77, 623–685.

  13. Bolton, P. and D. S. Scharfstein (1996): “Optimal Debt Structure and the Number of Creditors,” Journal of Political Economy, 104, 1–25.

  14. Caballero, R. J. and R. S. Pindyck (1996): “Uncertainty, Investment, and Industry Evolution,” International Economic Review, 37, 641–662.

  15. Campbell, J. Y. and G. B. Taksler (2003): “Equity Volatility and Corporate Bond Yields,” Journal of Finance, 58, 2321–2350.

  16. Campbell, J. Y., M. Lettau, B. G. Malkiel, and Y. Xu (2001): “Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk,” Journal of Finance, 56, 1–44.

  17. Carlstrom, C. T. and T. S. Fuerst (1997): “Agency Costs, Net Worth, and Business Cycle Fluctuations: A Computable General Equilibrium Analysis,” American Economic Review, 87, 893–910.

  18. Chen, H.-C., N. Dai, and J. D. Schatzberg (2010): “The Choice of Equity-Selling Mechanisms: PIPEs versus SEOs,” Journal of Corporate Finance, 16, 104–119.

  19. Chen, L., P. Collin-Dufresne, and R. S. Goldstein (2009): “On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle,” Review of Financial Studies, 98, 519–543.

  20. Choe, H., R. W. Masulis, and V. K. Nanda (1993): “Common Stock Offerings Across the Business Cycle: Theory and Evidence,” Journal of Empirical Finance, 1, 3–31.

  21. Christiano, L. J., R. Motto, and M. Rostagno (2009): “Financial Factors in Economic Fluctuations,” Mimeo, Dept. of Economics, Northwestern University.
    Paper not yet in RePEc: Add citation now

  22. Cooper, R. W. and J. C. Haltiwanger (2006): “On the Nature of Capital Adjustment Costs,” Review of Economic Studies, 73, 611–633.

  23. Covas, F. and W. J. Den Haan (2007): “The Role of Debt and Equity Finance Over the Business Cycle,” Forthcoming American Economic Review.

  24. Dixit, A. K. and R. S. Pindyck (1994): Uncertainty and Investment, Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now

  25. Doornik, J. A. and H. Hansen (2008): “An Omnibus Test for Univariate and Multivariate Normality,” Oxford Bulletin of Economics and Statistics, 70, 927–939.

  26. Eisfeldt, A. L. and A. A. Rampini (2006): “Capital Reallocation and Liquidity,” Journal of Monetary Economics, 53, 369–399.

  27. Elton, E. J., M. J. Gruber, D. Agrawal, and C. Mann (2001): “Explaining the Rate Spread on Corporate Bonds,” Journal of Finance, 56, 247–277.

  28. Gilchrist, S. and C. P. Himmelberg (1995): “The Role of Cash Flow in Reduced-Form Investment Equations,” Journal of Monetary Economics, 36, 541–572.
    Paper not yet in RePEc: Add citation now

  29. Gomes, J. F. and L. Schmid (2009): “Equilibrium Credit Spreads and the Macroeconomy, ” Mimeo, The Wharton School of the University of Pennsylvania.

  30. Gomes, J. F., A. Yaron, and L. Zhang (2006): “Asset Pricing Implications of Firms’ Financing Constraints,” Review of Financial Studies, 19, 1321–1356.
    Paper not yet in RePEc: Add citation now

  31. Greenwood, J., Z. Hercowitz, and G. W. Hoffman (1988): “Investment, Capacity Utilization, and the Real Business Cycle,” American Economic Review, 78, 402–417.

  32. Greenwood, J., Z. Hercowitz, and P. Krussel (1997): “Long-Run Implications of Investment-Specific Technological Change,” American Economic Review, 87, 343–362.

  33. Gürkaynak, R. S., B. Sack, and J. H. Wright (2007): “The U.S. Treasury Yield Curve: 1961 to the Present,” Journal of Monetary Economics, 54, 2291–2304.
    Paper not yet in RePEc: Add citation now
  34. Hall, R. E. (2010): “The High Sensitivity of Economic Activity to Financial Frictions,” Mimeo, Stanford University.
    Paper not yet in RePEc: Add citation now
  35. Hayashi, F. (1982): “Tobin’s Marginal Q and Average Q: A Neoclassical Interpretation,” Econometrica, 50, 215–224.
    Paper not yet in RePEc: Add citation now

  36. Hennessy, C. A. and T. M. Whited (2007): “How Costly is External Financing? Evidence From Structural Estimation,” Journal of Finance, 62, 1705–1745.

  37. Hertzel, M. and R. L. Smith (1993): “Market Discounts and Shareholder Gains for Placing Equity Privately,” Journal of Finance, 48, 459–485.

  38. Huang, J.-Z. and M. Huang (2003): “How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?: A New Calibration Approach,” Working Paper, Pennsylvania State University.
    Paper not yet in RePEc: Add citation now

  39. Jaimovich, N. and S. Rebelo (2009): “Can News About the Future Drive the Business Cycle?” American Economic Review, 99, 1097–1118.

  40. Jermann, U. J. and V. Quadrini (2006): “Financial Innovation and Macroeconomic Volatility,” NBER Working Paper No. 12308.
    Paper not yet in RePEc: Add citation now

  41. Khan, A. and J. K. Thomas (2008): “Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics,” Econometrica, 76, 395–436.

  42. Kiyotaki, N. (1998): “Credit and Business Cycles,” Japanese Economic Review, 49, 19–36.

  43. Kiyotaki, N. and J. H. Moore (1997): “Credit Cycles,” Journal of Political Economy, 105, 211–248.
    Paper not yet in RePEc: Add citation now
  44. Kleenow, P. J. and C.-T. Hsieh (2009): “Misallocation and Manufacturing TFP in China and India,” Quarterly Journal of Economics, 124, 1403–1448.
    Paper not yet in RePEc: Add citation now

  45. Krusell, P. and A. A. Smith (1998): “Income and Wealth Heterogeneity in the Macroeconomy, ” Journal of Political Economy, 106, 395–436.

  46. Leahy, J. V. and T. M. Whited (1996): “The Effect of Uncertainty on Investment: Some Stylized Facts,” Journal of Money, Credit, and Banking, 28, 64–83.

  47. Levin, A. T., F. M. Natalucci, and E. Zakrajšek (2004): “The Magnitude and Cyclical Behavior of Financial Market Frictions,” Finance and Economics Discussion Series 2004-70, Federal Reserve Board.

  48. Merton, R. C. (1974): “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,” Journal of Finance, 29, 449–470.

  49. Modigliani, F. and M. H. Miller (1958): “The Cost of Capital, Corporation Finance, and the Theory of Investment,” American Economic Review, 38, 261–297.
    Paper not yet in RePEc: Add citation now
  50. Myers, S. C. (2000): “Outside Equity,” Journal of Finance, 55, 1005–1037.
    Paper not yet in RePEc: Add citation now

  51. Nickell, S. (1981): “Biases in Dynamic Models with Fixed Effects,” Econometrica, 49, 1417–1426.

  52. Philippon, T. (2009): “The Bond Market’s q,” Quarterly Journal of Economics, 124, 1011–1056.
    Paper not yet in RePEc: Add citation now
  53. Rı́os-Rull, J.-V. (1995): “Models with Heterogeneous Agents,” in Frontiers of Business Cycle Research, ed. by T. F. Cooley, Princeton NJ: Princeton University Press, Chapter 4.
    Paper not yet in RePEc: Add citation now

  54. Ravn, M. O. and H. Uhlig (2002): “On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations,” Review of Economics and Statistics, 84, 371–380.

  55. Storesletten, K., C. I. Telmer, and A. Yaron (2004): “Cyclical Dynamics in Idiosyncratic Labor Market Risk,” Journal of Political Economy, 112, 695–717.

  56. Summers, L. H. (1981): “Taxation and Corporate Investment: A Q Theory Approach,” Brookings Papers on Economic Activity, 1, 67–127.

  57. Tauchen, G. (1986): “Finite State Markov-Chain Approximations to Univariate and Vector Autoregressions,” Economic Letters, 20, 177–181.

  58. Townsend, R. M. (1979): “Optimal Contracts and Competitive Markets with Costly State Verification,” Journal of Economic Theory, 21, 265–293.

  59. Veracierto, M. (2002): “Plant-Level Irreversible Investment and Equilibrium Business Cycles,” American Economic Review, 92, 181–197.

  60. Warga, A. D. (1991): “A Fixed Income Database,” Mimeo, University of Houston.
    Paper not yet in RePEc: Add citation now
  61. Wu, Y. (2004): “The Choice of Equity-Selling Mechanism,” Journal of Financial Economics, 74, 93–119.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Macroeconomic uncertainty and bank lending: The case of Ukraine. (2012). Tsapin, Andriy ; Talavera, Oleksandr ; Zholud, Oleksandr.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:2:p:279-293.

    Full description at Econpapers || Download paper

  2. On the Sensitivity of Firms Investment to Cash Flow and Uncertainty. (2008). Talavera, Oleksandr ; Caglayan, Mustafa ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:638.

    Full description at Econpapers || Download paper

  3. Why demand uncertainty curbs investment: Evidence froma a panel of Italian manufacturing firms. (2007). Golinelli, Roberto ; Bontempi, Maria ; Parigi, Giuseppe .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_621_07.

    Full description at Econpapers || Download paper

  4. Uncertainty and Investment Dynamics. (2006). van Reenen, John ; bloom, nicholas ; Bond, Stephen .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12383.

    Full description at Econpapers || Download paper

  5. The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation. (2006). bloom, nicholas.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0718.

    Full description at Econpapers || Download paper

  6. Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data. (2005). Urga, Giovanni ; TEMPLE, PAUL ; Driver, Ciaran.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0405.

    Full description at Econpapers || Download paper

  7. Agency Conflicts, Investment, and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:351.

    Full description at Econpapers || Download paper

  8. The Firm’s Perception of Demand Shocks and the Expected Profitability of Capital under Uncertainty. (2005). Gil, Pedro.
    In: FEP Working Papers.
    RePEc:por:fepwps:195.

    Full description at Econpapers || Download paper

  9. Agency Conflicts, Investment and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4955.

    Full description at Econpapers || Download paper

  10. Expected Profitability of Capital under Uncertainty – a Microeconomic Perspective. (2004). Gil, Pedro.
    In: FEP Working Papers.
    RePEc:por:fepwps:157.

    Full description at Econpapers || Download paper

  11. Managing Volatility and Crises: A Practitioners Guide Overview. (2004). Aizenman, Joshua ; Pinto, Brian .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10602.

    Full description at Econpapers || Download paper

  12. Investment, Capacity, and Uncertainty: A Putty-Clay Approach. (2004). Williams, John ; Gilchrist, Simon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10446.

    Full description at Econpapers || Download paper

  13. Investment and Uncertainty: A Theory-Based Empirical Approach. (2004). Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2004_017.

    Full description at Econpapers || Download paper

  14. Uncertainty and investment: an empirical investigation using data on analysts profits forecasts. (2004). Cummins, Jason ; Bond, Stephen R..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-20.

    Full description at Econpapers || Download paper

  15. Conditionality, Commitment and Investment Response in LDCs. (2004). Agostino, Mariarosaria.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2004-10.

    Full description at Econpapers || Download paper

  16. Prediction Ability. (2003). Takii, Katsuya.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:1:p:80-98.

    Full description at Econpapers || Download paper

  17. Public Investment and Different Sources of Uncertainty. (2003). Menegatti, Mario.
    In: Economics Department Working Papers.
    RePEc:par:dipeco:2003-ep02.

    Full description at Econpapers || Download paper

  18. Real exchange rate uncertainty and private investment in developing countries. (2002). Servén, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2823.

    Full description at Econpapers || Download paper

  19. The impact of uncertainty on investment plans. (2002). Vermeulen, Philip ; Fuss, Catherine ; Butzen, Paul.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200205-5.

    Full description at Econpapers || Download paper

  20. Equilibrium Cross-Section of Returns. (2002). Zhang, Lu ; Gomes, João.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3482.

    Full description at Econpapers || Download paper

  21. Investment Decisions under Real Exchange Rate Uncertainty. (2001). Erdal, Bahar.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:1:y:2001:i:1:p:25-47.

    Full description at Econpapers || Download paper

  22. Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment. (2001). Ludvigson, Sydney ; Lettau, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3103.

    Full description at Econpapers || Download paper

  23. The Real Interest rate Gap as an Inflation Indicator. (2001). Nelson, Edward ; Neiss, Katharine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2848.

    Full description at Econpapers || Download paper

  24. Direct Effects of Base Money on Aggregate Demand: Theory and Evidence. (2001). Nelson, Edward.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2666.

    Full description at Econpapers || Download paper

  25. The real interest rate gap as an inflation indicator. (2001). Nelson, Edward ; Neiss, Katharine.
    In: Bank of England working papers.
    RePEc:boe:boeewp:130.

    Full description at Econpapers || Download paper

  26. The dynamic effects of real options and irreversibility on investment and labour demand. (2000). bloom, nicholas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:00/15.

    Full description at Econpapers || Download paper

  27. A Generalised Model of Investment under Uncertainty: Aggregation and Estimation. (2000). bloom, nicholas.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1505.

    Full description at Econpapers || Download paper

  28. Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany. (2000). Siegfried, Nikolaus A ; Funke, Michael ; Boehm, Hjalmar.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0112.

    Full description at Econpapers || Download paper

  29. Direct effects of base money on aggregate demand: theory and evidence. (2000). Nelson, Edward.
    In: Bank of England working papers.
    RePEc:boe:boeewp:122.

    Full description at Econpapers || Download paper

  30. The Role of a Variable Input in the Relationship between Investment and Uncertainty. (2000). Shin, Kwanho ; Lee, Jaewoo.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:3:p:667-680.

    Full description at Econpapers || Download paper

  31. Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty. (1999). Pavlova, Anna.
    In: CARESS Working Papres.
    RePEc:wop:pennca:99-07.

    Full description at Econpapers || Download paper

  32. The Timing and Scale of Investment Under Uncertainty. (1999). Small, John P..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9906.

    Full description at Econpapers || Download paper

  33. What Do We Know About Investment Under Uncertainty?. (1998). Henley, Andrew ; Dickerson, Andrew ; Carruth, Alan.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:9804.

    Full description at Econpapers || Download paper

  34. Investment With Uncertain Tax Policy: Does Random Tax Policy Discourage Investment?. (1998). Metcalf, Gilbert ; hassett, kevin.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:9823.

    Full description at Econpapers || Download paper

  35. Investment, capacity, and output: a putty-clay approach. (1998). Williams, John ; Gilchrist, Simon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-44.

    Full description at Econpapers || Download paper

  36. Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa. (1997). Servén, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1722.

    Full description at Econpapers || Download paper

  37. Inflation, growth, and central banks : theory and evidence. (1996). De Gregorio, Jose.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1575.

    Full description at Econpapers || Download paper

  38. New Activities, the Welfare Cost of Uncertainty and Investment Policies. (1996). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5825.

    Full description at Econpapers || Download paper

  39. Volatility, Investment and Disappointment Aversion. (1995). Marion, Nancy ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5386.

    Full description at Econpapers || Download paper

  40. The Effects of Irreversibility and Uncertainty on Capital Accumulation. (1995). Eberly, Janice ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5363.

    Full description at Econpapers || Download paper

  41. Options, the Value of Capital, and Investment. (1995). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5227.

    Full description at Econpapers || Download paper

  42. Real Investment Decisions Under Information Constraints. (1995). Long, Ngo ; Lasserre, Pierre ; Gaudet, Gérard.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-33.

    Full description at Econpapers || Download paper

  43. Investment with Uncertain Tax Policy: Does Random Tax Policy Discourage Investment?. (1994). Metcalf, Gilbert ; hassett, kevin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4780.

    Full description at Econpapers || Download paper

  44. An Exact Soultion for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility. (1993). Eberly, Janice ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4412.

    Full description at Econpapers || Download paper

  45. A Unified Model of Investment Under Uncertainty. (1993). Eberly, Janice ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4296.

    Full description at Econpapers || Download paper

  46. Uncertainty, Investment, and Industry Evolution. (1992). Pindyck, Robert ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4160.

    Full description at Econpapers || Download paper

  47. Tax Policy and Business Fixed Investment in the United States. (1991). hassett, kevin ; Auerbach, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3619.

    Full description at Econpapers || Download paper

  48. The Effect of Takeover Activity on Corporate Research and Development. (1987). Hall, Bronwyn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2191.

    Full description at Econpapers || Download paper

  49. Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data. (1986). Lo, Andrew.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0059.

    Full description at Econpapers || Download paper

  50. Making Bad Decisions: firm size and investment under uncertainty. (). Cobham, Alex.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps39.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-15 11:57:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.