Surprise, surprise -- measuring firm-level investment innovations

DOI10.1016/j.jedc.2017.07.009zbMath1401.91487OpenAlexW3124621468MaRDI QIDQ1655758

Steffen Elstner, Atanas Hristov, Ruediger Bachmann

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://economicdynamics.org/meetpapers/2014/paper_515.pdf

zbMATH Keywords

investmentsurvey datahigher momentsidiosyncratic shocksexpectation errorsfirm data

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Endogenous information acquisition and countercyclical uncertainty ⋮ The uncertainty multiplier and business cycles ⋮ What drives aggregate investment? Evidence from German survey data

Cites Work

• Endogenous information acquisition and countercyclical uncertainty
• The cross-sectional dynamics of the US business cycle: 1950--1999
• Riskiness, endogenous productivity dispersion and business cycles
• Menu Costs, Multiproduct Firms, and Aggregate Fluctuations
• The Impact of Uncertainty Shocks

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