1. Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

   Full description at Econpapers || Download paper

1. Abel, A.B. ; Eberly, J.C. Optimal investment with costly reversibility. 1996 Rev. Econom. Stud.. 63 581-593

2. Ai, H. Information quality and long-run risk: Asset pricing implications. 2010 J. Finance. 65 1333-1367

3. Ai, H. ; Croce, M. ; Li, K. Toward a quantitative general equilibrium asset pricing model with intangible capital. 2013 Rev. Financ. Stud.. 26 491-530

4. Ai, H. ; Croce, M.M. ; Diercks, A.M. ; Li, K. News shocks and the production-based term structure of equity returns. 2018 Rev. Financ. Stud.. 31 2423-2467

5. Andrei, D. ; Carlin, B. ; Hasler, M. Asset pricing with disagreement and uncertainty about the length of business cycles. 2019 Manage. Sci.. 65 2900-2923

6. Andrei, D. ; Hasler, M. ; Jeanneret, A. Asset pricing with persistence risk. 2019 Rev. Financ. Stud.. 32 2809-2849

7. Bai, H. Unemployment and credit risk. 2021 J. Financ. Econ.. 142 127-145

8. Bai, H. ; Zhang, L. Searching for the equity premium. 2022 J. Financ. Econ.. 143 897-926

9. Bansal, R. ; Kiku, D. ; Shaliastovich, I. ; Yaron, A. Volatility, the macroeconomy and asset prices. 2014 J. Finance. 69 2471-2511

10. Bansal, R. ; Yaron, A. Risks for the long run: A potential resolution of asset pricing puzzles. 2004 J. Finance. 59 1481-1509

11. Barro, R.J. Rare disasters and asset markets in the twentieth century. 2006 Q. J. Econ.. 121 823-866

12. Belo, F. ; Lin, X. ; Bazdresch, S. Labor hiring, investment and stock return predictability in the cross section. 2014 J. Polit. Econ.. 122 129-177

13. Boldrin, M. ; Christiano, L.J. ; Fisher, J.D.M. Habit persistence, asset returns, and the business cycle. 2001 Amer. Econ. Rev.. 91 149-166

14. Cagetti, M. ; Hansen, L.P. ; Sargent, T. ; Williams, N. Robustness and pricing with uncertain growth. 2002 Rev. Financ. Stud.. 15 363-404

15. Campanale, C. ; Castro, R. ; Clementi, G. Asset pricing in a production economy with Chew–Dekel preferences. 2010 Rev. Econ. Dyn.. 13 379-402

16. Campbell, J. ; Shiller, R. The dividend-price ratio and expectations of future dividends and discount factors. 1988 Rev. Financ. Stud.. 1 195-228

17. Campbell, J.Y. ; Ammer, J. What moves the stock and bond markets? A variance decomposition for long-term asset returns. 1993 J. Finance. 48 3-37

18. Chen, A.Y. External habit in a production economy: A model of asset prices and consumption volatility risk. 2017 Rev. Financ. Stud.. 30 2890-2932

19. Cochrane, J. Financial markets and the real economy. 2007 En : Handbook of the Equity Premium. Elsevier: Amsterdam, The Netherlands
    Paper not yet in RePEc: Add citation now
    

20. Cochrane, J. Production-based asset pricing and the link between stock returns and economic fluctuations. 1991 J. Finance. 46 209-237

21. Cochrane, J.H. Presidential address: Discount rates. 2011 J. Finance. 66 1047-1108

22. Cogley, T. ; Sargent, T.J. The market price of risk and the equity premium: A legacy of the great depression?. 2008 J. Monetary Econ.. 55 454-476

23. Collin-Dufresne, P. ; Johannes, M. ; Lochstoer, L.A. Parameter learning in general equilibrium: The asset pricing implications. 2016 Amer. Econ. Rev.. 106 664-698

24. Croce, M.M. Long-run productivity risk: A new hope for production-based asset pricing?. 2014 J. Monetary Econ.. 66 13-31

25. Davis, J. ; Segal, G. Trendy business cycles and asset prices. 2023 Rev. Financ. Stud.. 36 2509-2570

26. Epstein, L.G. ; Farhi, E. ; Strzalecki, T. How much would you pay to resolve long-run risk?. 2014 Amer. Econ. Rev.. 104 2680-2697

27. Epstein, L.G. ; Zin, S.E. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework. 1989 Econometrica. 57 937-969

28. Fama, E.F. ; French, K.R. Business conditions and expected returns on stocks and bonds. 1989 J. Financ. Econ.. 25 23-49

29. Favilukis, J. ; Lin, X. Wage rigidity: A quantitative solution to several asset pricing puzzles. 2016 Rev. Financ. Stud.. 29 148-192

30. Ghaderi, M. ; Kilic, M. ; Seo, S.B. Learning, slowly unfolding disasters, and asset prices. 2022 J. Financ. Econ.. 143 527-549

31. Gillman, M. ; Kejak, M. ; Pakos, M. Learning about rare disasters: Implications for consumption and asset prices. 2015 Rev. Finan.. 19 1053-1104

32. Gourio, F. Credit risk and disaster risk. 2013 Am. Econ. J.: Macroecon.. 5 1-34

33. Gourio, F. Disaster risk and business cycles. 2012 Amer. Econ. Rev.. 102 2734-2766

34. Hamilton, J. A new approach to the economic analysis of nonstationary time series and the business cycle. 1989 Econometrica. 57 357-384

35. Hamilton, J. Analysis of time series subject to changes in regimes. 1990 J. Econometrics. 45 39-70
    Paper not yet in RePEc: Add citation now
    

36. Hirshleifer, D. ; Li, J. ; Yu, J. Asset pricing in production economies with extrapolative expectations. 2015 J. Monetary Econ.. 76 87-106

37. Jahan-Parvar, M. ; Liu, H. Ambiguity aversion and asset prices in production economies. 2014 Rev. Financ. Stud.. 27 3060-3097

38. Jermann, U. ; Quadrini, V. Macroeconomic effects of financial shocks. 2012 Amer. Econ. Rev.. 102 238-271

39. Jermann, U.J. Asset pricing in production economics. 1998 J. Monetary Econ.. 41 257-275

40. Johannes, M. ; Lochstoer, L.A. ; Mou, Y. Learning about consumption dynamics. 2016 J. Finance. 71 551-600

41. Kaltenbrunner, G. ; Lochstoer, L. Long-run risk through consumption smoothing. 2010 Rev. Financ. Stud.. 23 3190-3224

42. Kreps, D.M. Anticipated utility and dynamic choice. 1998 Econom. Soc. Monogr.. 29 242-274
    Paper not yet in RePEc: Add citation now
    

43. Kydland, F.E. ; Prescott, E.C. Time-to-build and aggregate fluctuations. 1982 Econometrica. 50 1345-1370

44. Lettau, M. ; Ludvigson, S. Consumption, aggregate wealth and stock returns. 2001 J. Finance. 56 815-849

45. Lettau, M. ; Uhlig, H. Can habit formation be reconciled with business cycle facts?. 2000 Rev. Econ. Dyn.. 3 79-99

46. Lewellen, J. Predicting returns with financial ratios. 2004 J. Financ. Econ.. 74 209-235

47. Liu, H. ; Miao, J. Growth uncertainty, generalized disappointment aversion and production-based asset pricing. 2015 J. Monetary Econ.. 69 70-89

48. Liu, H. ; Zhang, Y. Financial uncertainty with ambiguity and learning. 2022 Manage. Sci.. 68 2120-2140

49. Long, J.B. ; Plosser, C.I. Real business cycles. 1983 J. Polit. Econ.. 91 39-69

50. Lucas, R.E. Models of Business Cycles. 1987 Blackwell: New York
    Paper not yet in RePEc: Add citation now
    

51. Mehra, R. ; Prescott, E.C. The equity premium: a puzzle. 1985 J. Monetary Econ.. 15 145-161

52. Piazzesi, M. ; Schneider, M. Trend and cycle in bond premia. 2009 Federal Reserve Bank of Minneapolis Staff Report. 424 -

53. Pontiff, J. ; Schall, L.D. Book-to-market ratios as predictors of market returns. 1998 J. Financ. Econ.. 49 141-160

54. Rauh, J.D. ; Sufi, A. Capital structure and debt structure. 2010 Rev. Financ. Stud.. 23 4242-4280

55. Restoy, F. ; Rockinger, M. On stock market returns and returns on investment. 1994 J. Finance. 49 543-556

56. Rietz, T.A. The equity risk premium: A solution. 1988 J. Monetary Econ.. 22 117-131

57. Rouwenhorst, K.G. Asset pricing implications of equilibrium business cycle models. 1995 En : Cooley, T. Frontiers of Business Cycle Research. Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
    
58. Schorfheide, F. ; Song, D. ; Yaron, A. Identifying long-run risks: A Bayesian mixed-frequency approach. 2018 Econometrica. 86 617-654
    Paper not yet in RePEc: Add citation now
    

59. Stock, J.H. ; Watson, M.W. Business cycle fluctuations in US macroeconomic time series. 1999 Handb. Macroecon.. 1 3-64

60. Swanson, E.T. Risk aversion and the labor margin in dynamic equilibrium models. 2012 Amer. Econ. Rev.. 102 1663-1691

61. Swanson, E.T. Risk aversion, risk premia, and the labor margin with generalized recursive preferences. 2018 Rev. Econ. Dyn.. 28 290-321

62. Tallarini, T. Risk-sensitive real business cycles. 2000 J. Monetary Econ.. 45 507-532

63. Uhlig, H. Explaining asset prices with external habits and wage rigidity in a DSGE model. 2007 Amer. Econ. Rev.. 97 239-243

64. Van Binsbergen, J.H. ; Fernández-Villaverde, J. ; Koijen, R.S. ; Rubio-Ramírez, J. The term structure of interest rates in a DSGE model with recursive preferences. 2012 J. Monetary Econ.. 59 634-648

65. Winkler, F. The role of learning for asset prices and business cycles. 2020 J. Monetary Econ.. 114 42-58

66. Zhang, L. The value premium. 2005 J. Finance. 60 67-103
    Paper not yet in RePEc: Add citation now
    

1. Do Banks Lend Less in Uncertain Times?. (2014). Sindermann, Friedrich ; Scharler, Johann ; Raunig, Burkhard.
   In: Working Papers.
   RePEc:inn:wpaper:2014-06.

   Full description at Econpapers || Download paper

2. Externalities of public firm presence: Evidence from private firms investment decisions. (2013). Shroff, Nemit ; White, Hal D. ; BADERTSCHER, BRAD .
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:109:y:2013:i:3:p:682-706.

   Full description at Econpapers || Download paper

3. A polyhedral approximation approach to concave numerical dynamic programming. (2013). Waki, Yuichiro ; Fukushima, Kenichi .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:37:y:2013:i:11:p:2322-2335.

   Full description at Econpapers || Download paper

4. Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment. (2012). Wen, Yi ; Wang, Pengfei.
   In: Review of Economic Dynamics.
   RePEc:red:issued:10-200.

   Full description at Econpapers || Download paper

5. Growth Opportunities, Technology Shocks, and Asset Prices. (2012). Papanikolaou, Dimitris ; Kogan, Leonid.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17795.

   Full description at Econpapers || Download paper

6. On irreversible investment. (2011). Riedel, Frank ; Su, Xia.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:15:y:2011:i:4:p:607-633.

   Full description at Econpapers || Download paper

7. The Diffusion of a Process Innovation with Gently Declining Production Cost. (2011). Liu, Yali ; Chen, Qiangbing.
   In: Journal of Industry, Competition and Trade.
   RePEc:kap:jincot:v:11:y:2011:i:2:p:109-129.

   Full description at Econpapers || Download paper

8. Irreversible capital accumulation under interest rate uncertainty. (2010). Alvarez, Luis.
   In: Mathematical Methods of Operations Research.
   RePEc:spr:mathme:v:72:y:2010:i:2:p:249-271.

   Full description at Econpapers || Download paper

9. Family firms and investments. (2009). Parigi, giuseppe ; Golinelli, Roberto ; Bianco, Madga .
   In: MPRA Paper.
   RePEc:pra:mprapa:19247.

   Full description at Econpapers || Download paper

10. The Effect of Corruption on Investment Growth: Evidence from Firms in Latin America, Sub-Saharan Africa and Transition Countries.. (2008). Asiedu, Elizabeth ; Freeman, James.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200802.

    Full description at Econpapers || Download paper

11. Investment and firm dynamics. (2007). D'Erasmo, Pablo.
    In: MPRA Paper.
    RePEc:pra:mprapa:3598.

    Full description at Econpapers || Download paper

12. The Impact of Uncertainty Shocks. (2007). bloom, nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13385.

    Full description at Econpapers || Download paper

13. Des contraintes aux contributions des investissements en R&D aux Etats-Unis. (2007). Paolucci, Franck.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0716.

    Full description at Econpapers || Download paper

14. An Irreversible Investment Model with a Stochastic Production Capacity and Fixed Plus Proportional Adjustment Costs. (2007). Xepapadeas, Anastasios ; Kamarianakis, Yiannis.
    In: Working Papers.
    RePEc:crt:wpaper:0708.

    Full description at Econpapers || Download paper

15. Uncertainty and the Dynamics of R&D. (2007). bloom, nicholas.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0792.

    Full description at Econpapers || Download paper

16. Why demand uncertainty curbs investment: Evidence froma a panel of Italian manufacturing firms. (2007). Parigi, giuseppe ; Golinelli, Roberto ; Bontempi, Maria.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_621_07.

    Full description at Econpapers || Download paper

17. Firm Size and Monetary Policy Transmission: A Theoretical Model on the Role of Capital Investment Expenditures. (2006). Raabe, Katharina ; Kool, Clemens ; Arnold, Ivo.
    In: Working Papers.
    RePEc:use:tkiwps:0614.

    Full description at Econpapers || Download paper

18. Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty. (2006). Alvarez, Luis ; Luis H. R. Alvarez E., .
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp4.

    Full description at Econpapers || Download paper

19. Uncertainty and Investment Dynamics. (2006). van Reenen, John ; bloom, nicholas ; Bond, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12383.

    Full description at Econpapers || Download paper

20. Uncertainty and Investment Dynamics. (2006). van Reenen, John ; bloom, nicholas ; Bond, Stephen.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0739.

    Full description at Econpapers || Download paper

21. The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation. (2006). bloom, nicholas.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0718.

    Full description at Econpapers || Download paper

22. Exit Dynamics with Adjustment Costs. (2005). Golombek, Rolf ; Raknerud, Arvid.
    In: Discussion Papers.
    RePEc:ssb:dispap:442.

    Full description at Econpapers || Download paper

23. Real options and the Jorgensonian user cost of capital. (2005). Gutierrez, Oscar.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:29:y:2005:i:3:p:625-630.

    Full description at Econpapers || Download paper

24. Factor price uncertainty, technology choice and investment delay. (2005). Kaboski, Joseph.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:3:p:509-527.

    Full description at Econpapers || Download paper

25. A Stochastic-Dynamic Model of Costly Reversible Technology Adoption. (2005). Baerenklau, Kenneth A. ; Knapp, Keith C..
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19156.

    Full description at Econpapers || Download paper

26. Irreversible investment under interest rate variability: new results. (2004). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: Others.
    RePEc:wpa:wuwpot:0404007.

    Full description at Econpapers || Download paper

27. A Rehabilitation of Economic Replacement Theory. (2003). Bitros, George ; Flytzanis, Elias .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0303009.

    Full description at Econpapers || Download paper

28. After the License Raj: Economic Liberalization and Aggregate Private Investment in India. (2003). Shilpi, Forhad ; Emran, M. Shahe ; Alam, Imam M..
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0305002.

    Full description at Econpapers || Download paper

29. Uncertainty and the slowdown of capital accumulation in Europe. (2003). Schivardi, Fabiano ; Pagano, Patrizio ; Caselli, Paola.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:1:p:79-89.

    Full description at Econpapers || Download paper

30. Irreversible Investment under Interest Rate Variability: Some Generalizations. (2003). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: Discussion Papers.
    RePEc:rif:dpaper:841.

    Full description at Econpapers || Download paper

31. The New Investment Theory and Aggregate Dynamics. (2003). Danziger, Leif.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:907-940.

    Full description at Econpapers || Download paper

32. Non-convexities in quantitative general equilibrium studies of business cycles. (2003). .
    In: Staff Report.
    RePEc:fip:fedmsr:312.

    Full description at Econpapers || Download paper

33. Non-convexities in the Adjustment of Different Capital Inputs: A Firm-level Investigation. (2003). Galeotti, Marzio ; del boca, alessandra ; Rota, Paola .
    In: Working Papers.
    RePEc:fem:femwpa:2003.35.

    Full description at Econpapers || Download paper

34. Investment and dividends under irreversibility and financial constraints. (2003). holt, richard.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:3:p:467-502.

    Full description at Econpapers || Download paper

35. Irreversible Investments and Regulatory Risk. (2003). Scarpa, Carlo ; Panteghini, Paolo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_934.

    Full description at Econpapers || Download paper

36. Optimal Investment with Lumpy Costs. (2002). Jones, John ; Le, Duc T..
    In: Discussion Papers.
    RePEc:nya:albaec:02-02.

    Full description at Econpapers || Download paper

37. Is lumpy investment relevant for the business cycle?. (2002). Thomas, Julia.
    In: Staff Report.
    RePEc:fip:fedmsr:302.

    Full description at Econpapers || Download paper

38. Optimal partially reversible investment. (2002). Hartman, Richard ; Hendrickson, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:3:p:483-508.

    Full description at Econpapers || Download paper

39. Patents, Real Options and Firm Performance. (2002). van Reenen, John ; bloom, nicholas.
    In: Economic Journal.
    RePEc:ecj:econjl:v:112:y:2002:i:478:p:c97-c116.

    Full description at Econpapers || Download paper

40. Irreversible Investment under Interest Rate Variability: New Results. (2002). Alvarez, Luis ; Koskela, Erkki ; Alvarez, Luis H. R., .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_640.

    Full description at Econpapers || Download paper

41. Non-convexities in the adjustment of different capital inputs: a firm-level investigation. (2002). Galeotti, Marzio ; del boca, alessandra ; Rota, Paola .
    In: Working Papers (-2012).
    RePEc:brg:wpaper:0203.

    Full description at Econpapers || Download paper

42. Estimation of a dynamic discrete choice model of irreversible investment. (2001). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws015628.

    Full description at Econpapers || Download paper

43. Incentives to (Irreversible) Investments Under Different Regulatory Regimes. (2001). Scarpa, Carlo ; Panteghini, Paolo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_417.

    Full description at Econpapers || Download paper

44. On the Nature of Capital Adjustment Costs. (2000). Haltiwanger, John ; Cooper, Russell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7925.

    Full description at Econpapers || Download paper

45. Optimal consumption of a divisible durable good. (2000). Liu, Hong ; Cuoco, Domenico.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:4:p:561-613.

    Full description at Econpapers || Download paper

46. Structural Models Involving Highly Dimensional Fixed Point Problems: An Asymptotically Efficient Two-Stage Estimator. (2000). Mira, Pedro ; Aguirregabiria, Victor.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1702.

    Full description at Econpapers || Download paper

47. Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany. (2000). Siegfried, Nikolaus A ; Funke, Michael ; Boehm, Hjalmar.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0112.

    Full description at Econpapers || Download paper

48. Optimal Investment Strategies under Demand and Tax Policy Uncertainty. (2000). Funke, Michael ; Boehm, Hjalmar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_311.

    Full description at Econpapers || Download paper

49. Optimal Partially Reversible Investment. (1999). Hartman, Richard ; Hendrickson, Michael.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0032.

    Full description at Econpapers || Download paper

50. Optimal Consumption of a Divisible Durable Good.. (1998). Liu, Hong.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:20-98.

    Full description at Econpapers || Download paper

Report date: 2025-09-24 11:13:26 || Missing content? Let us know