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The impact of output and exchange rate volatility on fixed private investment: evidence from selected G7 countries
16 references·0 citing·26 second hop
The impact of output and exchange rate volatility on fixed private investment: evidence from selected G7 countries (2015)The impact of output and exchange rate vo…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…On the Sign of the Investment-Uncertainty Relationship (1991)On the Sign of the Investment…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Does public capital crowd out private capital? (1989)Does public capital crowd out…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The American Business Cycle (1986)The American Business CycleInformational Imperfections in the Capital Market and Macroeconomic Fluctuations (1984)Informational Imperfections i…Optimal Investment under Uncertainty. (1983)Optimal Investment under Unce…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…The effects of price and cost uncertainty on investment (1972)The effects of price and cost…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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Bounds testing approaches to the analysis of level relationships (2001)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)Capital markets research in accounting (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1983Optimal Investment under Uncertainty.1,230 cited
  • 1989Does public capital crowd out private capital?1,094 cited
  • 1972The effects of price and cost uncertainty on investment833 cited
  • 1991On the Sign of the Investment-Uncertainty Relationship636 cited
  • 1984Informational Imperfections in the Capital Market and Macroeconomic Fluctuations629 cited

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1986
The American Business Cycle
469 cited

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