The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach

C-Tier
Journal: Economics Letters
Year: 2022
Volume: 214
Issue: C

Authors (3)

de la Horra, Luis P. (not in RePEc) Perote, Javier (Universidad de Salamanca) de la Fuente, Gabriel (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

This paper adopts a real options approach to investigate the effects of economic policy uncertainty (EPU) and monetary policy on R&D investment. Using a panel of U.S. firms over the period 2000–2019, we show that higher (lower) EPU and contractionary (expansionary) monetary policy exert a positive (negative) and significant influence on R&D investment. Our findings shed light on the counter-intuitive behavior of R&D investments, which may help policymakers to anticipate such collateral effects.

Technical Details

RePEc Handle
repec:eee:ecolet:v:214:y:2022:i:c:s0165176522000787
Journal Field
General
Author Count
3
Added to Database
2026-01-29