A Unified Model of Investment under Uncertainty.

S-Tier
Journal: American Economic Review
Year: 1994
Volume: 84
Issue: 5
Pages: 1369-84

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper extends the theory of investment under uncertainty to incorporate fixed costs of investment, a wedge between the purchase price and sale price of capital, and potential irreversibility of investment. In this extended framework, investment is a nondecreasing function of q, the shadow price of installed capital. The optimal rate of investment is in one of three regimes (positive, zero, or negative gross investment), depending on the value of q relative to two critical values. In general, however, the shadow price q is not directly observable, so the authors present two examples relating q to observable variables. Copyright 1994 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:84:y:1994:i:5:p:1369-84
Journal Field
General
Author Count
2
Added to Database
2026-01-24