Investment Under Uncertainty

Cited in

(68)

Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model
Stochastic growth with correlated production shocks
A local analysis of stability and regularity of stationary states in discrete symmetric optimal capital accumulation models
Convergence of least squares learning mechanisms in self-referential linear stochastic models
Dynamics of R\&D and investment: UK evidence
Optimal fiscal policy, public capital, and the productivity slowdown
Import price adjustments withstaggered import contracts
Making inflexible investment decisions with incomplete information
Seasonally and approximation errors in rational expectations models
Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach
Optimal control problems from second-order difference equations
Market analysis with rational expectations
Spectral and persistence properties of cyclical growth
A note on computing competitive equilibria in linear models
On rational belief equilibria
Rationalizable expectations and sunspot equilibria in an overlapping-generations economy
Aggregate investment in a business cycle model with adjustment costs
An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
Modeling tails of aggregate economic processes in a stochastic growth model
Reconciling endogenous job destruction with labor market stylized facts: the role of hiring costs
Information, capital, and organization
Wages and productivity growth in a competitive industry
Functional equivalence between intertemporal and multisectoral investment adjustment costs
Timing of investments in oligopoly under uncertainty: a framework for numerical analysis
Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
Spatial externalities and agglomeration in a competitive industry
A framework for the analysis of self-confirming policies
Emissions trading with rolling horizons
Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy
The industry supply function and the long-run competitive equilibrium with heterogeneous firms
Optimal production of innovations under uncertainty
The effects of abandonment options on investment timing and profit sharing of FDI
Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
On the optimal size of social security in the presence of a stock market
Computing minimal state space recursive equilibrium in OLG models with stochastic production
Contemporaneous aggregation of linear dynamic models in large economies
Stability, global dynamics and Markov equilibrium in models of endogenous economic growth
Heterogeneous producers facing common shocks: an overlapping-generations example
Why a pandemic recession boosts asset prices
Analysis of stochastic SIRC model with cross immunity based on Ornstein-Uhlenbeck process
Pricing of fluctuations in electricity markets
Testing for the Markov property in time series
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Uncertainty, dynamic conditions, and optimal investment, employment and inventory policies
Land conversion pace under uncertainty and irreversibility: too fast or too slow?
A Q-theory model with lumpy investment
Inflation, human capital and Tobin's q
Does near-rationality matter in first-order approximate solutions? A perturbation approach
A GAME MODEL OF IRREVERSIBLE INVESTMENT UNDER UNCERTAINTY
A long-term mathematical model for mining industries
Entry and Exit Decision Problem with Implementation Delay
Parametric continuity in dynamic programming problems
Parametric continuity in dynamic programming problems
Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator
The importance of hiring frictions in business cycles
Investment, confidence, and linear-exponential-Gaussian control
Managing government debt, taxes and public investment
On non-existence of Markov equilibria in competitive-market economies
The impact of jump inflation risk on sustainable financial welfare consequences
Dancing to the wrong tune: how rational myopia, belief heterogeneity, and adjustment costs shape financial bubbles
Periodic linear-quadratic methods for modeling seasonality
An equilibrium model of risk and investment
Optimal inventories and equilibrium price behavior
Cost uncertainty and the rate of investment
Stable sunspot solutions in models with predetermined variables
On the stability of the two-sector neoclassical growth model with externalities
The effect of mean reversion on entry and exit decisions under uncertainty
Exchange rate pass-through: a generalization

This page was built for publication: Investment Under Uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4093203)