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Investment. In 3 vol. Vol. 1. Capital theory and investment behavior

Опубликовано на портале: 25-10-2003
Cambridge, Mass: MIT Press, 1996, V. 1, 512 с.
Capital Theory and Investment Behavior presents pioneering studies of the cost of capital as a determinant of investment expenditures. The cost of capital summarizes the future consequences of investment essential for current decisions. This concept has become an indispensible tool for studying the dynamics of investment behavior. Both macroeconome tric models and intertemporal general equilibrium models have employed the cost of capital as a determinant of short- and long-term investment expenditures.

These studies of the cost of capital will inspire and guide policy-makers who share the goal of making the allocation of capital in a market economy more efficient.
    List of Tables

    Preface

    List of Sources

  1. Capital Theory and Investment Behavior
    Dale W. Jorgenson
      1.1 Introduction
      1.2 Summary of the Theory
      1.3 Empirical Results
      1.4 Structure of the Investment Process

  2. Anticipations and Investment Behavior
    Dale W. Jorgenson
      2.1 Introduction
      2.2 The Theory and Econometrics of Investment Behavior 2.3 Problems of Measurement
      2.4 Tests of the Theory
      2.5 Structure of the Investment Process

  3. Rational Distributed Lag Functions
    Dale W. Jorgenson
      3.1 Introduction
      3.2 Rational Distributed Lag Functions
      3.3 Approximation
      3.4 Estimation

  4. The Time Structure of Investment Behavior in United States Manufacturing, 1947-1960
    Dale W. Jorgenson and James A. Stephenson
      4.1 Introduction
      4.2 The Time Structure of Investment Behavior
      4.3 Empirical Results
      4.4 Summary and Conclusion

  5. Investment Behavior in U.S. manufacturing 1947-1960
    Dale W. Jorgenson and James A. Stephenson
      5.1 Introduction
      5.2 Theory
      5.3 Econometrics
      5.4 Empirical Results
      5.5 Further Results
      5.6 Conclusion
      5.7 Statistical Appendix

  6. The Theory of Investment Behavior
    Dale W. Jorgenson
      6.1 Introduction
      6.2 The Neoclassical Framework
      6.3 Optimal Capital Accumulation
      6.4 The Theory of Investment Behavior
      6.5 Alternative Theories of Investment Behavior

  7. A Comparison of Alternative Theories of Corporate Investment Behavior
    Dale W. Jorgenson and Calvin D. Siebert
      7.1 Framework of the Study
      7.2 Measurement
      7.3 Empirical Results
      7.4 Conclusion

  8. Optimal Capital Accumulation and Corporate Investment Behavior
    Dale W. Jorgenson and Calvin D. Siebert
      8.1 Introduction
      8.2 Theoretical Framework
      8.3 Empirical Results
      8.4 Time Structure
      8.5 Conclusion

  9. Anticipations and Investment Behavior in U.S. Manufacturing, 1947-1960
    Dale W. Jorgenson and James A. Stephenson
      9.1 Introduction
      9.2 Theory of the Investment Process
      9.3 Empirical Results
      9.4 Further Results
      9.5 Summary and Conclusion
      9.6 Statistical Appendix

  10. A Comparison of Alternative Econometric Models of Quarterly Investment Behavior Dale W. Jorgenson, Jerald Hunter, and M. Ishaq Nadiri
      10.1 Introduction
      10.2 Review of the Literature
      10.3 Framework for the Study
      10.4 Empirical Results
      10.5 Comparison
      10.6 Conclusion

  11. The Predictive Performance of Econometric Models of Quarterly Investment Behavior Dale W. Jorgenson Jerald Hunter, and M. Ishaq Nadiri
      11.1 Introduction
      11.2 Predictive Testing
      11.3 Empirical Results
      11.4 Conclusion

  12. Investment Behavior in U.S. Regulated Industries Dale W. Jorgenson and Sidney S. Handel
      12.1 Introduction
      12.2 The Theory of Investment Behavior
      12.3 Specification
      12.4 Time Structure
      12.5 Further Results
      12.6 Anticipations and Investment Behavior
      12.7 Further Results on Anticipations
      12.8 Conclusion
      Appendix

  13. Econometric Studies of Investment Behavior: A Review
    Dale W. Jorgenson
      13.1 Introduction
      13.2 Investment by Individual Firms
      13.3 Investment by Industry Groups
      13.4 Summary and Conclusion

  14. References

  15. Index

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