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An Asset Price Model of Aggregate Investment

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  • Engle, Robert F
  • Foley, Duncan K

Abstract

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  • Engle, Robert F & Foley, Duncan K, 1975. "An Asset Price Model of Aggregate Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 625-647, October.
    • Handle: RePEc:ier:iecrev:v:16:y:1975:i:3:p:625-47
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    Citations

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    Cited by:

    1. Robert S. Chirinko & Debdulal Mallick, 2014. "The Substitution Elasticity, Factor Shares, Long-Run Growth, and the Low-Frequency Panel Model," CESifo Working Paper Series 4895, CESifo.
    2. Poterba, James M. & Summers, Lawrence H., 1983. "Dividend taxes, corporate investment, and `Q'," Journal of Public Economics, Elsevier, vol. 22(2), pages 135-167, November.
    3. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
    4. Robert Topel & Sherwin Rosen, 1985. "A Time Series Model of Housing Investment in the U.S," UCLA Economics Working Papers 387, UCLA Department of Economics.
    5. Georgy Idrisov, 2010. "Factors of Demand for Imported Goods for Investment Purpose to Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 138P.
    6. Jacques Mairesse & Alan K. Siu, 1984. "An Extended Accelerator Model of R&D and Physical Investment," NBER Chapters, in: R&D, Patents, and Productivity, pages 271-298, National Bureau of Economic Research, Inc.
    7. Ulrich Kohli & Christopher J. Ryan, 1986. "Australian Business Investment: A New Look at the Neoclassical Approach," The Economic Record, The Economic Society of Australia, vol. 62(4), pages 451-467, December.
    8. repec:zbw:bofrdp:2016_032 is not listed on IDEAS
    9. Jon Vilasuso, 1997. "The relationship between cash flow and investment in the United States at business cycle frequencies," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1283-1293.
    10. Monteiro, Paulo Santos, 2008. "Testing Full Consumption Insurance in the Frequency Domain," Economic Research Papers 269910, University of Warwick - Department of Economics.
    11. Jeffrey I. Bernstein & M. Ishaq Nadiri, 1982. "Financing and Investment in Plant and Equipment and Research and Development," NBER Working Papers 1017, National Bureau of Economic Research, Inc.
    12. Lawrence H. Summers, 1980. "Inflation, Taxation, and Corporate Investment: A q-Theory Approach," NBER Working Papers 0604, National Bureau of Economic Research, Inc.
    13. Buffie, Edward F. & Atolia, Manoj, 2012. "Resurrecting the weak credibility hypothesis in models of exchange-rate-based stabilization," European Economic Review, Elsevier, vol. 56(3), pages 361-372.
    14. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Research Discussion Papers 32/2016, Bank of Finland.
    15. Buffie, Edward F., 2014. "The Taylor principle fights back, Part II," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 30-49.
    16. Robert S. Chirinko & Debdulal Mallick, 2017. "The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 225-253, October.
    17. Buffie, Edward F. & Won, Yongkul, 2001. "Devaluation and investment in an optimizing model of the small open economy," European Economic Review, Elsevier, vol. 45(8), pages 1461-1499, August.
    18. Kilponen, Juha & Verona, Fabio, 2022. "Investment dynamics and forecast: Mind the frequency," Finance Research Letters, Elsevier, vol. 49(C).

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