English, Article edition: Idiosyncratic Uncertainty and Firm Investment. Bo, Hong

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/167058
Physical Description
  • article
Language
  • English

Edition details

Title
  • Idiosyncratic Uncertainty and Firm Investment.
Author
  • Bo, Hong
Physical Description
  • article
Notes
  • We test the impact of idiosyncratic demand uncertainty on investment using a panel of 82 Dutch listed manufacturing firms in the period 1984-95. The measure of uncertainty is constructed by estimating a state space model at the firm level to isolate idiosyncratic uncertainty from other unobserved components. Generalised Method of Moments estimators show that demand uncertainty, which is specific to the firm, depresses firm investment. More interestingly, we find that idiosyncratic uncertainty is more important in explaining firm investment than total uncertainty that mixes idiosyncratic uncertainty with other sources of uncertainty. Copyright 2002 by Blackwell Publishers Ltd/​University of Adelaide and Flinders University of South Australia
  • RePEc:bla:ausecp:v:41:y:2002:i:1:p:1-14
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment