Irreversibility and Aggregate Investment

S-Tier
Journal: Review of Economic Studies
Year: 1994
Volume: 61
Issue: 2
Pages: 223-246

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

Investment is often irreversible: once installed, capital has little or no value unless used in production. This paper proposes and solves a model of sequential irreversible investment and characterizes the aggregate implications of microeconomic irreversibility and idiosyncratic uncertainty. If a large amount of idiosyncratic uncertainty is allowed for, the distributional dynamics induced by the nonlinear character of irreversible investment policies are capable of smoothing the dynamics of aggregate investment (relative to those of its forcing processes) to the extent required by U.S. data.

Technical Details

RePEc Handle
repec:oup:restud:v:61:y:1994:i:2:p:223-246.
Journal Field
General
Author Count
2
Added to Database
2026-01-24