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Non-Linearities in the Expansion of Capital Stock
Pfann, Gerard A.; Letterie, Wilko; Verick, Sher - 2004
various regimes. Using German establishment-level panel data, we estimate a two-regime model of replacement and expansion …
Persistent link: https://www.econbiz.de/10010276179
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Corporate taxation and investment : explaining investment dynamics with firm-level panel data
Dwenger, Nadja - 2009
framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM …) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has … incomplete. Both, ECM and distributed lag model, suggest that user cost of capital and output have an economically and …
Persistent link: https://www.econbiz.de/10003883175
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Corporate taxation and investment : explaining investment dynamics with firm-level panel data
Dwenger, Nadja - 2009
framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM …) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has … incomplete. Both, ECM and distributed lag model, suggest that user cost of capital and output have an economically and …
Persistent link: https://www.econbiz.de/10003948533
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Corporate Taxation and Investment : Explaining Investment Dynamics with Firm-Level Panel Data
Dwenger, Nadja - 2011
framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM …) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has … incomplete. Both, ECM and distributed lag model, suggest that user cost of capital and output have an economically and …
Persistent link: https://www.econbiz.de/10013134247
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Business capital accumulation and the user cost : is there a heterogeneity bias?
Fatica, Serena - 2017
Empirical models of capital accumulation estimated on aggregate data series are based on the assumption that capital asset types respond in the same way to cost variables. Likewise, aggregate models do not consider potential heterogeneity in investment behavior originating on the demand side for...
Persistent link: https://www.econbiz.de/10012054683
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Strategic Investments in the Pulp and Paper Industry: A Count Data Regression Analysis
Bergman, Mats A.; Johansson, Per - 2000
This paper analyses the effects of price and market size variables on the investment propensities in the pulp and paper industry. A panel of 15 European countries in the time period 1984 - 1997 is used in the regression analysis. We find the wages, the US/ECU exchange rate, the price of paper...
Persistent link: https://www.econbiz.de/10010334771
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Non-Linearities in the Expansion of Capital Stock
Verick, Sher; Letterie, Wilko H.; Pfann, Gerard A. - 2021
various regimes. Using German establishment-level panel data, we estimate a two-regime model of replacement and expansion …
Persistent link: https://www.econbiz.de/10013319282
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Land as Production Input and Collateral : Land Investment By Japanese Firms
Sekine, Toshitaka; Tachibana, Towa - 2007
Is the collateral role an empirically important determinant of investment in land? We study what has determined the land investment by Japanese firms since the 1990s, after the collapse of the asset-price bubble. With a large panel data set, we estimate nonlinear land-investment functions and...
Persistent link: https://www.econbiz.de/10014224594
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Econometric issues in estimating user cost elasticity
Schaller, Huntley - 2006
important, long-run estimates of key parameters are less biased - and the details of the econometrics matter. In particular …
Persistent link: https://www.econbiz.de/10010293745
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Corporate taxation and investment: Explaining investment dynamics with firm-level panel data
Dwenger, Nadja - 2009
framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM …) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has … incomplete. Both, ECM and distributed lag model, suggest that user cost of capital and output have an economically and …
Persistent link: https://www.econbiz.de/10010300884