Aggregate uncertainty, investment and asymmetric adjustment in the UK manufacturing sector

Generalized autoregressive conditional heteroskedasticity

1986 • 21,376 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

An Introduction to the Bootstrap

1993 • 19,341 citations

American economic review

1992 • 16,670 citations

The American Economic Review

2013 • 8,512 citations

Investment under Uncertainty

1994 • 8,201 citations

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

1987 • 2,510 citations

Threshold Models in Non-linear Time Series Analysis

1983 • 1,541 citations

Journal of Economic Literature

2020 • 1,486 citations

On the theory of the competitive firm under price uncertainty

1971 • 1,473 citations

Modelling Nonlinear Economic Relationships

1993 • 1,413 citations

Irreversible Investment, Capacity Choice, and the Value of the Firm

1988 • 1,381 citations

Investment and Hysteresis

1992 • 1,020 citations

Asymmetric Price Adjustment and Economic Fluctuations

1994 • 669 citations

On the Sign of the Investment-Uncertainty Relationship

1991 • 643 citations

The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

1992 • 610 citations

Nonparametric exchange rate prediction?

1990 • 509 citations

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model

1983 • 474 citations

Irreversibility and Aggregate Investment

1994 • 466 citations

The econometric analysis of models with risk terms

1988 • 374 citations

Competitive Firm and the Theory of Input Demand under Price Uncertainty

1974 • 305 citations

Kinked Adjustment Costs and Aggregate Dynamics

1990 • 229 citations

The Impact of Uncertainty on Aggregate Investment Spending: An Empirical Analysis

1993 • 224 citations

The use of dummy variables to compute predictions, prediction errors, and confidence intervals

1976 • 197 citations

Factor Demand with Output Price Uncertainty

1976 • 189 citations

Analytical Approximations in Models of Hysteresis

1991 • 184 citations

Inflation Uncertainty, Relative Price Uncertainty, and Investment in U.S. Manufacturing

1993 • 180 citations

A simplified treatment of the theory of optimal regulation of Brownian motion

1991 • 147 citations

Macroeconomic uncertainty and private investment

1993 • 107 citations

Asymmetries in the Cyclical Behaviour of UK Labour Markets

1994 • 107 citations

Choosing among alternative discrete investment projects under uncertainty

1993 • 103 citations

The Influence of Uncertainty on UK Manufacturing Investment

1991 • 101 citations

Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data

1994 • 99 citations

Aggregate uncertainty, capacity utilization and manufacturing investment

1995 • 94 citations

Competitive Firm and the Theory of Input Demand under Price Uncertainty: Comment

1975 • 50 citations

Does Uncertainty Affect Investment Spending?

1993 • 42 citations

Fixed investment decisions in UK manufacturing: The importance of Tobin's Q, output and debt

1995 • 42 citations

Investment, Expectations and Uncertainty

1992 • 36 citations

The Effects of Uncertainty and Adjustment Costs on Investment in the Almond Industry

1989 • 36 citations

AGGREGATE UNCERTAINTY, FORWARD LOOKING BEHAVIOUR AND THE DEMAND FOR MANUFACTURING LABOUR IN THE UK

1994 • 9 citations