Production and inventory dynamics under ambiguity aversion

A-Tier
Journal: Journal of Monetary Economics
Year: 2025
Volume: 152
Issue: C

Authors (4)

Luo, Yulei (not in RePEc) Nie, Jun (not in RePEc) Wang, Xiaowen (not in RePEc) Young, Eric R. (University of Virginia)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

In this paper we propose a production-cost smoothing model with Knightian uncertainty and ambiguity aversion to study the joint behavior of production, inventories, and sales. Our model can explain ten facts that previous studies find difficult to account for simultaneously including the high volatility of production relative to sales, the low ratio of inventory-investment volatility to sales volatility, the positive correlation between sales and inventory investment, and the negative correlation between the inventory-to-sales ratio and sales. Our main results extend to a model of endogenous sales. Finally, we find that the stock-out avoidance motive emerges endogenously in our model, reconciling the long debate in the inventory literature over the production-cost smoothing and stock-out avoidance models.

Technical Details

RePEc Handle
repec:eee:moneco:v:152:y:2025:i:c:s0304393225000388
Journal Field
Macro
Author Count
4
Added to Database
2026-01-29