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Exchange rate uncertainty and the level of investment in selected South-east Asian countries
16 references·4 citing·30 second hop
Exchange rate uncertainty and the level of investment in selected South-east Asian countries (2004)Exchange rate uncertainty and the level o…Real-Exchange-Rate Uncertainty and Private Investment in LDCS (2003)Real-Exchange-Rate Uncertaint…The Role of a Variable Input in the Relationship Between Investment and Uncertainty (2000)The Role of a Variable Input …The Impact of Exchange Rate Uncertainty on the Level of Investment (1999)The Impact of Exchange Rate U…Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect (1999)Terms-of-trade shocks and opt…Investment under Uncertainty (1994)Investment under UncertaintyExchange Rates and Investment in United States Industry (1993)Exchange Rates and Investment…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Cost uncertainty and the rate of investment (1990)Cost uncertainty and the rate…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Optimal Investment under Uncertainty. (1983)Optimal Investment under Unce…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…The effects of price and cost uncertainty on investment (1972)The effects of price and cost…Effects of Exchange Rate Volatility on Economic Growth: Evidence from West Africa (2022)Effects of Exchange Rate Vola…The uncertainty–investment relationship: scrutinizing the role of firm size (2021)The uncertainty–investment re…Exchange Rate Volatility And Foreign Direct Investment: Evidence From East Asian Countries (2010)Exchange Rate Volatility And …Panel data evidence of the impact of exchange rate uncertainty on private investment in South-east Asia (2008)Panel data evidence of the im…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Increasing risk II: Its economic consequences (1971)Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Strategic Growth Options (1998)Investment and Demand Uncertainty (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A General Equilibrium Approach To Monetary Theory (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)A Unified Model of Investment Under Uncertainty (1993)Equilibrium Cross Section of Returns (2003)The Value Premium (2005)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Bounds testing approaches to the analysis of level relationships (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1983Optimal Investment under Uncertainty.1,230 cited
  • 1972The effects of price and cost uncertainty on investment833 cited
  • 1999The Impact of Exchange Rate Uncertainty on the Level of Investment293 cited
  • 2003Real-Exchange-Rate Uncertainty and Private Investment in LDCS288 cited
  • 1993Exchange Rates and Investment in United States Industry223 cited
  • 2000The Role of a Variable Input in the Relationship Between Investment and Uncertainty109 cited
  • 1990Cost uncertainty and the rate of investment75 cited

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1999
Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect
43 cited

Cited by

  • 2010Exchange Rate Volatility And Foreign Direct Investment: Evidence From East Asian Countries44 cited
  • 2021The uncertainty–investment relationship: scrutinizing the role of firm size29 cited
  • 2008Panel data evidence of the impact of exchange rate uncertainty on private investment in South-east Asia17 cited
  • 2022Effects of Exchange Rate Volatility on Economic Growth: Evidence from West Africa14 cited