Co_integration inference in the Value-Profit relation and investment models

Verschueren, Frédéric
(2000) Economics Letters — Vol. 69, p. 289-297 (2000)

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  • Verschueren, FrédéricFUCaM
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Abstract
(en) In this paper we make use of the cointegrating property from a present value model to obtain long run specifications for investment in a neoclassical framework with adjustment cost technology. These attractive theoretical models are implemented for eleven OECD countries
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  • Louvain School of Management

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Verschueren, F. (2000). Co_integration inference in the Value-Profit relation and investment models. Economics Letters, 69, 289-297. https://doi.org/10.1016/S0165-1765(00)00289-5 (Original work published 2000)