Uncertainty and Investment Dynamics

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ID: 291246
2007
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Abstract
This paper shows that, with (partial) irreversibility, higher uncertainty reduces the impact effect of demand shocks on investment.Uncertainty increases real option values making firms more cautious when investing or disinvesting.This is confirmed both numerically for a model with a rich mix of adjustment costs, time-varying uncertainty, and aggregation over investment decisions and time, and also empirically for a panel of manufacturing firms.These cautionary effects of uncertainty are large -going from the lower quartile to the upper quartile of the uncertainty distribution typically halves the first year investment response to demand shocks.This implies the responsiveness of firms to any given policy stimulus may be much lower in periods of high uncertainty, such as after major shocks like OPEC I and 9/11.
Reference Key
openalex_W3023597126 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Nick Bloom, Stephen Bond, John Van Reenen
Journal The Review of Economic Studies
Year 2007
DOI
10.1111/j.1467-937x.2007.00426.x
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