Inventories and the Business Cycle: Testing a Sequential Trading Model

B-Tier
Journal: Review of Economic Dynamics
Year: 2001
Volume: 4
Issue: 3
Pages: 562-574

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

The uncertain and sequential trading (UST) model of inventories behavior with iid shocks predicts that (a) the beginning of period inventories is a sufficient statistic for past variables and (b) an increase in the beginning of period inventories reduces output, employment, hours per employee, and effort. I find empirical support for the second hypothesis but not for the first. The rejection of the first hypothesis is rather informative and points in the direction of adjustment costs and/or serially correlated shocks. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:v:4:y:2001:i:3:p:562-574
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25