- †In NBER Macroeconomics Annual 1998, volume 13, 223–274, MIT Press.
Paper not yet in RePEc: Add citation now
- Abel, Andrew B. (1983), “Optimal investment under uncertainty.†American Economic Review, 73, 228–233.
Paper not yet in RePEc: Add citation now
Acharya, Viral V., Heitor Almeida, and Murillo Campello (2007), “Is cash negative debt? a hedging perspective on corporate financial policies.†Journal of Financial Intermediation, 16, 515–554. Alquist, Ron, Lutz Kilian, and Robert Vigfusson (forthcoming), “Forecasting the price of oil.†In Handbook of Economic Forecasting, 2, edited by Graham Elliott and Allan Timmermann, Amsterdam: North-Holland.
- Asker, John, Joan Farre-Mensa, and Alexander Ljungqvist (2011), “Comparing the investment behavior of public and private firms.†NBER Working Paper No. 17394.
Paper not yet in RePEc: Add citation now
Baum, Christopher F., Mustafa Caglayan, and Oleksandr Talavera (2008), “Uncertainty determinants of firm investment.†Economics Letters, 98, 282–287.
Baum, Christopher F., Mustafa Caglayan, and Oleksandr Talavera (2010), “On the sensitivity of firms’ investment to cash flow and uncertainty.†Oxford Economic Papers, 62, 286–306.
- Bernanke, Ben S. (1983), “Irreversibility, uncertainty, and cyclical investment.†Quarterly Journal of Economics, 98, 85–106.
Paper not yet in RePEc: Add citation now
- Bernanke, Ben S., Mark Gertler, and Simon Gilchrist (1999), “The financial accelerator in a quantitative business cycle framework.†Handbook of Macroeconomics, 1, 1341–1393.
Paper not yet in RePEc: Add citation now
- Bloom, Nicholas (2009), “The impact of uncertainty shocks.†Econometrica, 77, 623–685.
Paper not yet in RePEc: Add citation now
- Bloom, Nicholas, Stephen Bond, and John Van Reenen (2007), “Uncertainty and investment dynamics.†Review of Economic Studies, 74, 391–415.
Paper not yet in RePEc: Add citation now
- Boyle, Glenn W. and Graeme A. Guthrie (2003), “Investment, uncertainty, and liquidity.†Journal of Finance, 58, 2143–2166.
Paper not yet in RePEc: Add citation now
- Byun, Sungje (2014), “The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility.†UCSD working paper.
Paper not yet in RePEc: Add citation now
Caballero, Ricardo J. (1991), “On the sign of the investment-uncertainty relationship. †American Economic Review, 81, 279–288.
Carpenter, Robert E., Steven M. Fazzari, and Bruce C. Petersen (1998), “Financing constraints and inventory investment: A comparative study with high-frequency panel data.†Review of Economics and Statistics, 80, 513–519.
Chirinko, Robert S. (1993), “Business fixed investment spending: Modeling strategies, empirical results, and policy implications.†Journal of Economic Literature, 31, 1875–1911.
Choi, Sangyup (2013), “Are the effects of Bloom’s uncertainty shocks robust?†Economics Letters, 119, 216–220.
- Denis, David J. and Valeriy Sibilkov (2010), “Financial constraints, investment, and the value of cash holdings.†Review of Financial Studies, 23, 247–269.
Paper not yet in RePEc: Add citation now
- Diebold, Francis X. and Marc Nerlove (1989), “The dynamics of exchange rate volatility: a multivariate latent factor arch model.†Journal of Applied Econometrics, 4, 1–21.
Paper not yet in RePEc: Add citation now
- Dobrev, Dobrislav and Pawel Szerszen (2010), “The information content of highfrequency data for estimating equity return models and forecasting risk.†FRB International Finance Discussion Papers No. 1005.
Paper not yet in RePEc: Add citation now
Eisner, Robert (1978), “Capital expenditure - some further analysis.†In Factors in Business Investment, 117–132, NBER.
Engle, Robert F., Victor K. Ng, and Michael Rothschild (1990), “Asset pricing with a factor-arch covariance structure: Empirical estimates for treasury bills.†Journal of Econometrics, 45, 213–237.
- Faulkender, Michael and Rong Wang (2006), “Corporate financial policy and the value of cash.†Journal of Finance, 61, 1957–1990.
Paper not yet in RePEc: Add citation now
Gertler, Mark and Simon Gilchrist (1994), “Monetary policy, business cycles, and the behavior of small manufacturing firms.†Quarterly Journal of Economics, 109, 309–340.
Ghosal, Vivek and Prakash Loungani (2000), “The differential impact of uncertainty on investment in small and large businesses.†Review of Economics and Statistics, 82, 338–343.
Gilchrist, Simon and Charles Himmelberg (1999), “Investment: fundamentals and finance.
- Hamilton, James D. (1994), Time Series Analysis, volume 2. Cambridge Univ Press.
Paper not yet in RePEc: Add citation now
- Hartman, Richard (1972), “The effects of price and cost uncertainty on investment.†Journal of Economic Theory, 5, 258–266.
Paper not yet in RePEc: Add citation now
Hayashi, Fumio (1982), “Tobin’s marginal q and average q: A neoclassical interpretation. †Econometrica: Journal of the Econometric Society, 213–224.
Herskovic, Bernard, Bryan Kelly, Hanno Lustig, and Stijn Van Nieuwerburgh (2014), “The common factor in idiosyncratic volatility: Quantitative asset pricing implications.†Chicago Booth Research Paper.
- Hubbard, R. Glenn (1997), “Capital-market imperfections and investment.†NBER Working Paper No. 5996.
Paper not yet in RePEc: Add citation now
Jo, Soojin (2014), “The effects of oil price uncertainty on global real economic activity.†Journal of Money, Credit and Banking, 46, 1113–1135.
- Kilian, Lutz and Robert J. Vigfusson (2011), “Nonlinearities in the oil price-output relationship.†Macroeconomic Dynamics, 15, 337–363.
Paper not yet in RePEc: Add citation now
- Lahiri, Kajal and Xuguang Sheng (2010), “Measuring forecast uncertainty by disagreement: The missing link.†Journal of Applied Econometrics, 25, 514–538.
Paper not yet in RePEc: Add citation now
- Lang, Larry, Eli Ofek, and Ren e M. Stulz (1996), “Leverage, investment, and firm growth.†Journal of Financial Economics, 40, 3–29.
Paper not yet in RePEc: Add citation now
- Leahy, John and Toni Whited (1996), “The effect of uncertainty on investment: Some stylized facts.†Journal of Money, Credit and Banking, 28, 64–83.
Paper not yet in RePEc: Add citation now
- Pinkowitz, Lee, Ren e Stulz, and Rohan Williamson (2006), “Does the contribution of corporate cash holdings and dividends to firm value depend on governance? A cross-country analysis.†Journal of Finance, 61, 2725–2751.
Paper not yet in RePEc: Add citation now
- Sarkar, Sudipto (2000), “On the investment–uncertainty relationship in a real options model.†Journal of Economic Dynamics and Control, 24, 219–225.
Paper not yet in RePEc: Add citation now
- Slade, Margaret E. (2013), “Investment and uncertainty with time to build: Evidence from U.S. copper mining.†UBC working paper.
Paper not yet in RePEc: Add citation now