The role of non-convex costs in firms' investment and financial dynamics

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2013
Volume: 37
Issue: 5
Pages: 929-950

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper shows that non-convex costs of financial adjustment are quantitatively relevant for explaining firm dynamics. First, empirically, financial activity is lumpy, more than investment activity. Second, non-convex costs are necessary, in the context of a dynamic investment and financing model, to rationalize this lumpiness. Two versions of the model, with and without non-convex costs, are compared. Only the non-convex costs version replicates the dynamics in the data, generating financial lumpiness higher than investment lumpiness. Other predictions of the model with respect to investment and finance are discussed.

Technical Details

RePEc Handle
repec:eee:dyncon:v:37:y:2013:i:5:p:929-950
Journal Field
Macro
Author Count
1
Added to Database
2026-01-24