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Econometric Models and Empirical Findings for Business Investment CONTENTS I Introduction and Overview
n Models With Implicit Dynamics
Models With Explicit Dynamics
5 other sections not shown
Abel adjustment cost technology aggregate alternative American Economic Review Auerbach autonomous shocks Benchmark Model Blanchard business fixed investment capital accumulation capital depreciates Chirinko Closed-Form Coen cost of capital decision delivery lags determinants of investment discounted distributed lag dynamics econometric equation econometric models effects Eisner elasticity empirical results endogenous estimated coefficients Euler Equation models evidence expectation parameters Explicit models Fazzari Feldstein finance constraints firm fixed investment geometric impact Implicit important instrumental variables interest rates Investment Behavior investment equations investment models investment spending issues Jorgenson Journal of Economic liquidity liquidity constraints Lucas Critique marginal markets mismeasurement Monetary Nadiri Neoclassical Model optimization problem panel data Phillips curve price variables production Q model quantity variables response of investment Review of Economics role Schiantarelli Section specification statistical stochastic structure studies tax depreciation tax policy tax rates Taxation technology parameters technology shocks Theory Tobin's Q unobservable expectations user cost Vector Autoregressive