Investment Dispersion and the Business Cycle
By Ruediger Bachmann, Christian Bayer. 2011
207 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/b91668eb2519f2064771befab568f5d0d32464ec
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Serdar Ozkan
- Jae Song
- Fatih Guvenen
- Fatih Karahan
- Malte Janzen
- Joseph Vavra
- Sadok El Ghoul
- Omrane Guedhami
Citations in the corpus
- The Limits of Model-based Regulation (2014, unknown): “For a detailed description of the USTAN database see Bachmann and Bayer (2014).”
- Policy uncertainty, investment, and the cost of capital (2018, background): “, 2012), investment dynamics (Bachmann and Bayer, 2014), and equity prices as well as risk premiums (Pástor and Veronesi, 2012, 2013; Brogaard and Detzel, 2015).”
- Really Uncertain Business Cycles (2012, unknown): “Bachmann and Bayer (2014) use a panel of public and private German firms spanning manufacturing and retail, showing significant increases in the variance of innovations to productivity during recessions.”
- Uncertainty and Economic Activity: Evidence from Business Survey Data (2013, unknown): “Bachmann and Bayer (2011), exploring data from a German firm-level panel, argue that the effects in Bloom (2009) and Bloom et al. (2010) are small and do not substantially alter unconditional business cycle dynamics.”
- Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation* (2014, methodology): “two measures of volatility may not coincide, and since Bachmann and Bayer (2011b) argues for smaller values using German data, I also investigate the sensitivity of my analysis to changes in the size of volatility shocks, results of which are described in Section 6. The remaining parameters are cali”
- What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk? (2015, background): “8Higher-order moments are gaining a more prominent place in recent work in monetary economics (e.g., Midrigan (2011) and Berger and Vavra (2011); see Nakamura and Steinsson (2013) for a survey) as well as in the firm dynamics literature (e.g., Bloom et al. (2011) and Bachmann and Bayer (2014)).”