In this paper we empirically investigate whether sectoral business investment fluctuations in the U.K. are due to … aggregate or sector-specific innovations. Using quarterly business investment data for ten industrial sectors over 1978-2000, we …

Business investment in the euro area strongly declined during the Global Financial Crisis and the Sovereign Debt Crisis … analyse the sluggish recovery in business investment in the euro area and the role of monetary policy in three steps. We … investigate the main factors that have impeded business investment since the Global Financial Crisis. We empirically analyse how …

form of investment cycles. These quasi-periodic movements can be represented as low order, stochastic, dynamic processes … with complex eigenvalues. Specifically, there is a fixed investment cycle of about 8 years and an inventory cycle of about … adjustment costs both in relation to the capital stock and the rate of investment. By means of parametric resonance it was …

and the relative price of investment to investigate the relationship between neutral technology and investment … algorithms. The results indicate that total factor productivity and the relative price of investment are, each, well … technology and investment-specific technology follow independent processes is not supported by the features of the time series …

We study the time-varying effects of Tobin's q and cash flow on investment dynamics in the USA using a vector … variation over time of the response of investment to shocks in both variables. The time-varying sensitivity of investment to a … show that, although Tobin's q and cash flow are complementary sources of information for investment decisions, their …

We use disaggregated data on the components of private fixed investment (PFI) to estimate industry-level responses of … real investment and capital prices to unanticipated monetary policy. The response functions derive from a restricted large …-scale VAR estimated over 1959-2007. Our results point to significant cross-sector heterogeneity in the behavior of PFI prices …

In this paper we use a vector autoregressive approach to analyze the effects of infrastructure investment on economic …

In this paper we analyze the effects of infrastructure investment on economic performance in Portugal using a newly … on twelve different types of infrastructure investment on private investment, employment and output. We find that the …

. Parameters of VAR model of cyclical changes in inventories, savings and import are also estimated. The results show that change …