A Q-theory model with lumpy investment

B-Tier
Journal: Economic Theory
Year: 2014
Volume: 57
Issue: 1
Pages: 133-159

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We present an analytically tractable dynamic stochastic general equilibrium model that incorporates micro-level fixed and convex adjustment costs. We provide an explicit characterization of equilibrium dynamics by a system of nonlinear stochastic difference equations. We provide general conditions under which our model features investment lumpiness at the microeconomic level, but aggregate dynamics are isomorphic to those in a Q-theory model without fixed costs. This theoretical result is independent of the specification of the fixed cost distribution and also holds true when firms face persistent idiosyncratic productivity shocks. Copyright Springer-Verlag Berlin Heidelberg 2014

Technical Details

RePEc Handle
repec:spr:joecth:v:57:y:2014:i:1:p:133-159
Journal Field
Theory
Author Count
2
Added to Database
2026-01-26