Irreversible investment with regime shifts
- 1 May 2005
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 122 (1) , 37-59
- https://doi.org/10.1016/j.jet.2004.04.005
Abstract
No abstract availableAll Related Versions
This publication has 15 references indexed in Scilit:
- Option Exercise Games: An Application to the Equilibrium Investment Strategies of FirmsThe Review of Financial Studies, 2002
- An explicit solution to an optimal stopping problem with regime switchingJournal of Applied Probability, 2001
- Testing the Option Value Theory of Irreversible InvestmentInternational Economic Review, 2001
- The effects of irreversibility and uncertainty on capital accumulationJournal of Monetary Economics, 1999
- Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) ApproachEconometrica, 1999
- Multi-factor Dynamic Investment under UncertaintyJournal of Economic Theory, 1997
- Optimal Investment with Costly ReversibilityThe Review of Economic Studies, 1996
- Irreversibility and Aggregate InvestmentThe Review of Economic Studies, 1994
- Super contact and related optimality conditionsJournal of Economic Dynamics and Control, 1991
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica, 1989