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Time-to-Build and Investment

Chunsheng Zhou

University of California, Riverside

The Review of Economics and Statistics 2000

The paper investigates the effect of the time-to-build technology on investment dynamics. It explains the positive autocorrelation of investment by showing that investment is serially correlated once the time-to-build technology is taken into account. The paper also shows that the time-to-build technology can explain a substantial portion of the variation in aggregate investment data. Using estimated marginal Q, the paper illustrates that investment responds asymmetrically to different levels of Q (a fact in favor of the irreversibility argument).

DOI
10.1162/003465300558786
Volume
82 (2)
Pages
273-282
Language
en
Export
BibTeX
Sources
crossref openalex