Plant-level adjustment and aggregate investment dynamics
Author
dc.contributor.author
Caballero, Ricardo J.
Author
dc.contributor.author
Engel Goetz, Eduardo
Author
dc.contributor.author
Haltiwanger, John
Admission date
dc.date.accessioned
2018-08-23T15:29:13Z
Available date
dc.date.available
2018-08-23T15:29:13Z
Publication date
dc.date.issued
1995
Cita de ítem
dc.identifier.citation
Brookings Papers on Economic Activity, Vol. 1995, No. 2 (1995), pp. 1-54
es_ES
Identifier
dc.identifier.issn
0007-2303
Identifier
dc.identifier.other
10.2307/2534611
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/151184
Abstract
dc.description.abstract
THE EMPIRICAL INVESTMENT literature is full of disappointments. From
time to time waves of new ideas challenge the aggregate investment
equation, but these challenges are rarely successful, and progress is, at
best, slow. There are serious theoretical obstacles, stemming mostly
from the richness of the cross-sectional and time-series scenarios faced
by actual investors, from the complexity of the investment technologies
available to them, and from the myriad incentive problems that these
economic agents face. There are at least as complex, and perhaps insurmountable,
data problems. Both right- and left-hand side variables
are seldom measuredp roperly.
es_ES
Patrocinador
dc.description.sponsorship
Eduardo Engel acknowledges financial support from FONDECYT (Chile) grant 195-520
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