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題名：An Alternative Perspective on Tobin's Q and Aggregate Investment Expenditure
書刊名：International Journal of Business and Economics
作者：Holmes, Mark J.
出版日期：2010
卷期：9:1
頁次：頁23-28
主題關鍵詞：Tobin's Q；Investment；Nonlinear trend；Co-trend
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:15
Abstract This study provides new evidence on the relationship between Tobin's Q and private investment. Using a testing procedure advocated by Bierens applied to US data, both series are found to be stationary around a nonlinear deterministic trend and are co-trended insofar as they share a common nonlinear deterministic trend.
期刊論文
1.Blanchard, Olivier、Rhee, Changyong、Summers, Lawrence(1993)。The Stock Market, Profit, and Investment。The Quarterly Journal of Economics，108(1)，115-136。  new window
2.Perron, P.(1997)。Further Evidence on Breaking Trend Functions in Macroeconomic Variables。Journal of Econometrics，80(2)，355-385。  new window
3.Tobin, James(1969)。A General Equilibrium Approach to Monetary Theory。Journal of Money, Credit and Banking，1(1)，15-29。  new window
4.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica，64(4)，813-836。  new window
5.Bierens, H. J.(1997)。Testing the Unit Root with Drift Hypothesis against Nonlinear Trend Stationarity, with an Application to the U.S. Price Level and Interest Rate。Journal of Econometrics，81，29-64。  new window
6.Bierens, H. J.(1997)。Nonparametric Cointegration Analysis。Journal of Econometric，77，379-404。  new window
7.Bierens, H. J.(2000)。Nonparametric Nonlinear Co-Trending Analysis, with an Application to Inflation and Interest in the U.S.。Journal of Business and Economic Statistics，18，323-337。  new window
8.Camarero, M.、Ordonez, J.(2006)。Is There a Nonlinear Co-Movement in the EU Countries' Unemployment。Economics Letters，93，157-162。  new window
9.Rapach, D. E.、Wohar, M. E.(2007)。Forecasting the Recent Behavior of US Business Fixed Investment Spending : An Analysis of Competing Models。Journal of Forecasting，26，33-51。  new window
10.Oliner, S.、Rudebusch, G.、Sichel, D.(1995)。New and Old Models of Business Investment : A Comparison of Forecasting Performance。Journal of Money, Credit and Banking，27，806-826。  new window
11.Price, S.、Schleicher, C.(2005)。Returns to Equity, Investment and Q: Evidence from the UK。Manchester School，73，32-57。  new window
 
 
 
 
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