The 77 references without contexts in paper Ulf von Kalckreuth () “Exploring the role of uncertainty for corporate investment decisions in Germany” / RePEc:ses:arsjes:2003-ii-3

1
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2
ABEL, ANDREW B. and JANICE C. EBERLY (1996), "Optimal Investment with Costly Reversibility", Review of Economic Studies, 63, p. 581-593.
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AIZENMAN, JOSHUA and NANCY P. MARION (1999), "Volatility and Investment: Interpreting Evidence from Developing Countries", Economica, 66, p. 157-179.
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ANDERSON, T.W. and CHENG HSIAO (1981), "Estimation of Dynamic Models with Error Components", Journal of the American Statistical Association, 76, p. 598-606.
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ARELLANO, MANUEL and STEPHEN BOND (1991), "Some Tests of Specification for Panel Data: Monte Carlo Studies and an Application to Employment Equations", Review of Economic Studies, 58, p. 277-297.
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ARELLANO, MANUEL and OLYMPIA BOVER (1995), "Another Look at the Instrumental
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Variable Estimation of Error Components Models", Journal of Econometrics, 68, p. 29-51.
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BALTAGI, BADI H. (1995), Econometric Analysis of Panel Data, 2nd ed., Chichester/New York/ Brisbane.
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9
BEHR, ANDREAS and EGON BELLGARDT (2002), "Dynamic Q Investment Functions for
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10
Germany Using Panel Balance Sheet Data and a New Algorithm for the Capital Stock at Replacement Value", Discussion Paper, 23/02, September 2002, Economic
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11
Research Centre of the Deutsche Bundesbank. 22. On the Sargan-Hansen test of overidentifying restrictions see eg HAYASHI (2000), Chapter 3. 202 ULF VON KALCKREUTH
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12
BERNANKE, BEN S., MARK GERTLER and SIMON GILCHRIST (1999), "The Financial Accelerator in a Quantitative Business Cycle Framework", in: John B. Taylor and Michael Woodford (eds.), Handbook of Macroeconomics, 1, Amsterdam/New York, p. 1341-1393.
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13
BERTOLA, GUISEPPE and RICARDO J. CABALLERO (1994), "Irreversibility and Aggregate Investment", Review of Economic Studies, 61, p. 223-246.
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14
BLOOM, NICHOLAS, STEPHEN BOND and JOHN VAN REENEN (2001), "The Dynamics of Investment under Uncertainty", IFS Working Paper, WP0501, February 2001.
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15
BLUNDELL, RICHARD and STEPHEN BOND (1998), "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models", Journal of Econometrics, 87, p. 115-143.
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18
BOND, STEPHEN, JULIE ANN ELSTON, JAQUES MAIRESSE and BENOÎT MULKAY (2003), "Financial Factors and Investment in Belgium, France, Germany and the United Kingdom: A Comparison Using Company Panel Data", The Review of Economics and Statistics, 85, p. 153-165.
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19
BÖHM, HJALMAR, MICHAEL FUNKE and NIKOLAUS A. SIEGFRIED (2001), "Discovering the Link between Uncertainty and Investment - Microeconometric Evidence from Germany", in: Deutsche Bundesbank (ed.), Investing Today for the World of Tomorrow, Berlin/Heidelberg/New York, p. 131-151.
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21
BREITUNG, JÖRG, ROBERT S. CHIRINKO and ULF VON KALCKREUTH (2003), "A Vectorautoregressive Investment Model and Monetary Policy Transmission: Panel Evidence from German Firms", Discussion Paper, 06/03, March 2003, Economic Research Centre of the Deutsche Bundesbank.
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22
BUTZEN, PAUL, CATHERINE FUSS and PHILIP VERMEULEN (2002), "The Impact of Uncertainty on Investment Plans", Working Paper, 24, May 2002, National Bank of Belgium.
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23
CABALLERO, RICARDO J., and EDUARDO M.R.A. ENGEL (1999), "Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S,s) Approach", Econometrica, 67, p. 783-826.
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24
CABALLERO, RICARDO J., EDUARDO M.R.A. ENGEL and JOHN C. HALTIWANGER (1995), "Plant-Level Adjustment and Aggregate Investment Dynamics", Brookings Papers on Economic Activity, 2, p. 1-53.
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25
CARRUTH, ALAN, ANDY DICKERSON and ANDREW HENLEY (2000), "What Do We Know
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26
About Investment under Uncertainty?", Journal of Economic Surveys, 14, p. 119-153.
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27
CHÂTELAIN, JEAN-BERNARD and ANDRÉ TIOMO (2001), "Investment, the Cost of Capital and Monetary Policy: New Evidence from French Panel Data", ECB Working Paper, 106, December 2001.
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28
THE ROLE OF UNCERTAINTY FOR CORPORATE INVESTMENT DECISIONS 203
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29
CHÂTELAIN, JEAN BERNARD, ANDREA GENERALE, IGNACIO HERNANDO, ULF VON KALCKREUTH and PHILIP VERMEULEN (2003), "New Findings on Firm Investment and Monetary Transmission in the Euro Area Countries", Oxford Review of Economic Policy, 19 (forthcoming).
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30
CHIRINKO, ROBERT S., STEVEN M. FAZZARI and ANDREW P. MEYER (1999), "How Responsive is Business Capital Formation to its User Cost? An Exploration with Micro Data", Journal of Public Economics, 74, p. 53-80.
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31
CHIRINKO, ROBERT S. and ULF VON KALCKREUTH (2002), "Further Evidence on the Relationship between Firm Investment and Financial Status", Discussion Paper, 28/02, November 2002, Economic Research Centre of the Deutsche Bundesbank.
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32
CHIRINKO, ROBERT S. and HUNTLEY SCHALLER (2002), "The Irreversibility Premium", paper presented at the Atlanta Meeting of the American Economic Association, January 2002.
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33
CASELLI, PAOLA, PATRICIA PAGANO and FABIANO SCHIVARDI (2000), "Investment and Growth in Europe and the United States in the Nineties", unpublished Staff Paper, Banca d'Italia.
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34
DARBY, JULIA, ANDREW J. HUGHES-HALLET, JONATHAN IRELAND and LAURA PISCI-
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37
Corporate Balance Sheet Statistics", Monthly Report, October, p. 49-64.
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38
DIXIT, AVINASH K. and ROBERT S. PINDYCK (1994), Investment under Uncertainty, Princeton.
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39
DRIVER, CIARAN, PAUL YIP and NAZERA DAKHIL (1996), "Large Company Capital Formation and Effects of Market Share Turbulence: Micro Data Evidence from the
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40
PIMS Database", Applied Economics, 28, p. 641-651.
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41
DRIVER, CIARAN, KATSUSHI IMAI, PAUL TEMPLE and GIOVANNI URGA (2002), "Explaining the Diversity of Industry Investment Responses to Uncertainty using Long
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42
Run Panel Survey Data", paper presented at the Atlanta Meeting of the American
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43
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44
EISNER, ROBERT and M. ISHAQ NADIRI (1968), "Investment Behaviour and Neo-Classical Theory", Review of Economics and Statistics, 54, p. 369-382.
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45
EVANS, DAVID S. (1987 a), "The Relationship between Firm Growth, Size and Age: Estimates for 100 Manufacturing Industries", Journal of Industrial Economics, 35, p. 567-581.
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46
EVANS, DAVID S. (1987b), "Tests of Alternative Theories of Firm Growth", Journal of
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47
Political Economics, 95, p. 657-674.
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48
FRIDERICHS, HANS and ANNIE SAUVÉ (1999), "The Annual Accounts Databases on
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49
Non-Financial Enterprises of the Banque de France and the Deutsche Bundesbank:
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50
Methodological Aspects and Comparability", in: Annie Sauvé and Manfred Scheuer (eds.), CorporateFinance in Germany and France, p. 33-62.
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51
GAIOTTI, EUGENIO and ANDREA GENERALE (2001), "Does Monetary Policy Have 204 ULF VON KALCKREUTH
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52
Asymmetrie Effects? A Look at the Investment Decisions of Italian Firms", ECB
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53
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54
GHOSAL, VIVEK and PRAKASH LOUNGANI (1996), "Product Market Competition and the Impact of Price Uncertainty on Investment: Some Evidence from US Manufacturing Industries", The Journal of Industrial Economics, 44, p. 217-228.
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55
GHOSAL, VIVEK and PRAKASH LOUNGANI (2000), "The Differential Impact of Uncertainty on Investment in Small and Large Businesses", Review of Economics and Statistics, 82, p. 338-343.
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57
Guiso, LUIGI and GUISEPPE PARIGI (1999), "Investment and Demand Uncertainty", Quarterly Journal of
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59
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60
HAMILTON, JAMES D. (1994), Time Series Analysis, Princeton.
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61
HANSEN, BRUCE E. and KENNETH D. WEST (2002), "Generalized Method of Moments and Macroeconomics", Journal of Business & Economic Statistics, 20, p. 460-469.
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62
HARHOFF, DIETMAR and FRED RAMB (2001), "Investment and Taxation in Germany: Evidence from Firm-Level Panel Data", in: Deutsche Bundesbank (ed.), Investing Today for the World of Tomorrow: Studies on the Investment Process in Europe, Berlin, p. 47-73.
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67
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70
LEAHY, JOHN V. and TONI M. WHITED (1996), "The Effects of Uncertainty on Investment: Some Stylized Facts", Journal of Money, Credit and Banking, 28, p. 64-83.
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71
LENSINK, ROBERT and ELMER STERKEN (2000), "Capital Market Imperfections, Uncertainty and Corporate Investment in the Czech Republic", Economics of Planning, 33, p. 53-70.
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73
THE ROLE OF UNCERTAINTY FOR CORPORATE INVESTMENT DECISIONS 205
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74
MAIRESSE, JAQUES, BRONWYN H. HALL and BENOIT MULKAY (1999), "Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years", Annales d'Economie et de Statistique, 55/56, p. 27-67.
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75
MCDONALD, ROBERT, and DANIEL SIEGEL (1986), "The Value of Waiting to Invest", Quarterly Journal of
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76
MINTON, BERNADETTE A. and CATHERINE SCHRAND (1999), "The Impact of Cash Flow Volatility on Discretionary Investment and the Costs of Debt and Equity Financing", Journal of Financial Economics, 54, p. 423-460.
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77
NICKELL, STEPHEN J. (1978), The Investment Decision of Firms, Cambridge.
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78
NISHIMURA, KIYOHIKO G. and HIROYUKI OZAKI (2002), "Irreversible Investment and
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79
Knightian Uncertainty", unpublished paper, October.
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82
ROGERS, WILLIAM H. (1993), "Regression Standard Errors in Clustered Samples", Stata
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83
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84
SAVAGE, LEONHARD J. (1954), Foundations of Statistics, New York.
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85
SCOTT, JAMES C. (1976), The Moral Economy of the Peasant. Rebellion and Subsistence in Southeast Asia, New Haven/London.
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88
STERKEN, ELMAR, ROBERT LENSINK and HONG BO (2002), "Investment, Cash Flow, and Uncertainty: Evidence for the Netherlands", paper presented at the Atlanta Meeting of the American Economic Association, January 2002.
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89
STÖSS, ELMAR (2001), "Deutsche Bundesbank's Corporate Balance Sheet Statistics and Areas of Application", Schmollers Jahrbuch ("Journal of Applied Social Science Studies"), 121, p. 131-137.
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90
WERNER, THOMAS (2000), "Die Wirkung von Wechselkursvolatilitäten auf das Investitionsverhalten. Eine theoretische und empirische Analyse aus der Perspektive der Realoptionstheorie", Kredit und Kapital, 34, p. 1-27.
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92
Two Step GMM Estimators", IFS Working Paper, WOO/19. 206 ULF VON KALCKREUTH
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93
SUMMARY This paper studies the impact of sales uncertainty on firms' investment outlays using the database of the Deutsche Bundesbank's corporate balance sheet statistics. The samp
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94
ZUSAMMENFASSUNG Die Arbeit untersucht den Einfluss von Unsicherheit auf das Investitionsverhalten mit Hilfe der Datenbasis für die Unternehmensbilanzstatistik der Deutschen Bundesbank.
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95
Das Schätzsample ist ein Panel von 4'234 westdeutschen Unternehmen des Verarbeitenden Gewerbes mit eigener Rechtspersönlichkeit. Im Jahre 1996 hatten diese Unternehmen einen Anteil von 49,3 % am Gesamtumsatz deutscher Unternehmen des Verarbeitenden Gewerbes mit eigener Rechtspersönlichkeit. Als Unsicherheitsindikatoren werden unternehmensspezifische, zeitlich variierende Volatilitätsmaße verwendet. Auf
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96
RÉSUMÉ Cet article étudie l'impact de l'incertitude sur l'investissement des entreprises à partir de la base de données de bilans d'entreprises collectée par la Deutsche Bundesbank. L'échantillon utilisé pour l'estimation comporte 4'234 entreprises de 1987 à 1997
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