Uncertainty and the trade-off between scale and flexibility in investment

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2012
Volume: 36
Issue: 11
Pages: 1718-1728

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 analyzes the behavior of a firm that chooses both the scale and timing of its investment. Sensitivity analysis shows that greater demand volatility is associated with the firm investing in larger increments, less frequently. This is in contrast to the conventional wisdom, which is that greater volatility leads to investment in smaller increments, more frequently. Overall, the reduced frequency dominates the greater scale, so that the long-run average rate of investment is a decreasing function of demand volatility. The timing and scale of investment are most sensitive to volatility when there are substantial investment economies of scale.

Technical Details

RePEc Handle
repec:eee:dyncon:v:36:y:2012:i:11:p:1718-1728
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25