Comment on "Expectations and Investment"
In: NBER Macroeconomics Annual 2015, Volume 30
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Gilchrist, Simon & Himmelberg, Charles P., 1995.
"Evidence on the role of cash flow for investment,"
Journal of Monetary Economics, Elsevier, vol. 36(3), pages 541-572, December.
- Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & Charles P. Himmelberg, 1995. "Evidence on the Role of Cash Flow for Investment," Working Papers 95-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gilchrist, S. & Himmelberg, C.P., 1995. "Evidence on the Role of Cash Flow for Investment," Papers 95-29, Columbia - Graduate School of Business.
- John H. Cochrane & Monika Piazzesi, 2005.
"Bond Risk Premia,"
American Economic Review, American Economic Association, vol. 95(1), pages 138-160, March.
- John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc.
- Jason G. Cummins & Kevin A. Hassett & Stephen D. Oliner, 2006.
"Investment Behavior, Observable Expectations, and Internal Funds,"
American Economic Review, American Economic Association, vol. 96(3), pages 796-810, June.
- Cummins, Jason & Hassett, Kevin & Oliner, Stephen, 1997. "Investment Behavior, Observable Expectations and Internal Funds," Working Papers 97-30, C.V. Starr Center for Applied Economics, New York University.
- Jason G. Cummins & Kevin A. Hassett & Stephen D. Oliner, 1999. "Investment behavior, observable expectations, and internal funds," Finance and Economics Discussion Series 1999-27, Board of Governors of the Federal Reserve System (U.S.).
- Abel, Andrew B & Blanchard, Olivier J, 1986.
"The Present Value of Profits and Cyclical Movements in Investment,"
Econometrica, Econometric Society, vol. 54(2), pages 249-273, March.
- Andrew B. Abel & Olivier J. Blanchard, 1983. "The Present Value of Profits and Cyclical Movements in Investment," NBER Working Papers 1122, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2011. "Presidential Address: Discount Rates," Journal of Finance, American Finance Association, vol. 66(4), pages 1047-1108, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Patrick Francois & Huw Lloyd-Ellis, 2005.
"I - Q Cycles,"
Working Paper
1040, Economics Department, Queen's University.
- Patrick Francois & Huw Lloyd- Ellis, 2005. "I - Q Cycles," Macroeconomics 0511023, University Library of Munich, Germany.
- Simon Gilchrist & Charles Himmelberg, 1999.
"Investment: Fundamentals and Finance,"
NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 223-274,
National Bureau of Economic Research, Inc.
- Simon Gilchrist & Charles Himmelberg, 1998. "Investment, Fundamentals and Finance," NBER Working Papers 6652, National Bureau of Economic Research, Inc.
- Russell Cooper & Joao Ejarque, 2000.
"Exhuming Q: Market Power vs. Capital Market Imperfections,"
Econometric Society World Congress 2000 Contributed Papers
0528, Econometric Society.
- Russell Cooper & Joao Ejarque, 2001. "Exhuming Q: Market Power vs. Capital Market Imperfections," NBER Working Papers 8182, National Bureau of Economic Research, Inc.
- Russell W. Cooper & Joao Ejarque, 2001. "Exhuming Q: market power capital market imperfections," Working Papers 611, Federal Reserve Bank of Minneapolis.
- Stephen Bond, 2000.
"Noisy Share Prices and the Q Model of Investment,"
Econometric Society World Congress 2000 Contributed Papers
1320, Econometric Society.
- Stephen Bond & Jason Cummins, 2001. "Noisy share prices and the Q model of investment," IFS Working Papers W01/22, Institute for Fiscal Studies.
- Joao F. Gomes, 2001. "Financing Investment," American Economic Review, American Economic Association, vol. 91(5), pages 1263-1285, December.
- François Gourio & Leena Rudanko, 2014.
"Customer Capital,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1102-1136.
- Leena Rudanko & Francois Gourio, 2010. "Customer Capital," 2010 Meeting Papers 121, Society for Economic Dynamics.
- Francois Gourio & Leena Rudanko, 2011. "Customer Capital," NBER Working Papers 17191, National Bureau of Economic Research, Inc.
- Timothy Erickson & Toni M. Whited, 2006.
"On the Accuracy of Different Measures of Q,"
Financial Management, Financial Management Association, vol. 35(3), Autumn.
- Timothy Erickson & Toni M. Whited, 2006. "On the Accuracy of Different Measures of q," Financial Management, Financial Management Association International, vol. 35(3), pages 5-33, September.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Robert S. Chirinko & Huntley Schaller, 2011.
"Fundamentals, Misvaluation, and Business Investment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1423-1442, October.
- Robert S. Chirinko & Huntley Schaller, 2011. "Fundamentals, Misvaluation, and Business Investment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1423-1442, October.
- Weng, Qian & Söderbom, Måns, 2018. "Is R&D cash flow sensitive? Evidence from Chinese industrial firms," China Economic Review, Elsevier, vol. 47(C), pages 77-95.
- William M. Gentry & Christopher J. Mayer, 2003. "What Can We Learn About the Sensitivity of Investment to Stock Prices with a Better Measure of Tobin's q?," Department of Economics Working Papers 2003-03, Department of Economics, Williams College.
- Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014.
"Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty,"
Review of Finance, European Finance Association, vol. 18(1), pages 219-269.
- Feunou, Bruno & Fontaine, Jean-Sébastien & Tédongap, Roméo, 2011. "Risk premium, variance premium and the maturity structure of uncertainty," UC3M Working papers. Economics we1144, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap, 2012. "Risk Premium, Variance Premium and the Maturity Structure of Uncertainty," Staff Working Papers 12-11, Bank of Canada.
- Tobias Adrian & Nellie Liang, 2018.
"Monetary Policy, Financial Conditions, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
- Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
- Tobias Adrian & J. Nellie Liang, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
- Cenedese, Gino & Mallucci, Enrico, 2016.
"What moves international stock and bond markets?,"
Journal of International Money and Finance, Elsevier, vol. 60(C), pages 94-113.
- Cenedese, Gino & Mallucci, Enrico, 2015. "What moves international stock and bond markets?," Bank of England working papers 534, Bank of England.
- MGino Cenedese & Enrico Mallucci, 2015. "What moves international stock and bond markets?," Discussion Papers 1514, Centre for Macroeconomics (CFM).
- Gino Cenedese & Enrico Mallucci, 2015. "What moves international stock and bond markets?," Working Paper series 15-23, Rimini Centre for Economic Analysis.
- Cenedese, Gino & Mallucci, Enrico, 2015. "What moves international stock and bond markets?," LSE Research Online Documents on Economics 86296, London School of Economics and Political Science, LSE Library.
- Gül, Selçuk & Taştan, Hüseyin, 2020.
"The impact of monetary policy stance, financial conditions, and the GFC on investment-cash flow sensitivity,"
International Review of Economics & Finance, Elsevier, vol. 69(C), pages 692-707.
- Selcuk Gul & Huseyin Tastan, 2018. "The Impact of Monetary Policy Stance, Financial Conditions, and the GFC on Investment-Cash Flow Sensitivity," Working Papers 1811, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Zhang, Han & Guo, Bin & Liu, Lanbiao, 2022. "The time-varying bond risk premia in China," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 51-76.
- Lou, Zhaohui & Xie, Qizhuo & Shen, Jim Huangnan & Lee, Chien-Chiang, 2024. "Does Supply Chain Finance (SCF) alleviate funding constraints of SMEs? Evidence from China," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2019.
"Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds,"
Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York.
- Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016. "Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds," CEPR Discussion Papers 11401, C.E.P.R. Discussion Papers.
- Jean-Bernard Chatelain, 2002. "Structural modelling of investment and financial constraints: Where do we stand?," Working Paper Research 28, National Bank of Belgium.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2018.
"Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises,"
Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 1-15.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," IZA Discussion Papers 7872, Institute of Labor Economics (IZA).
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2015. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," CESifo Working Paper Series 5669, CESifo.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," Boston College Working Papers in Economics 824, Boston College Department of Economics, revised 12 Aug 2016.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2014. "Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises," Working Papers CASMEF 1404, Dipartimento di Economia e Finanza, LUISS Guido Carli.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:13591. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.