Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model
|
NBER Working Paper No. 12336*
Issued in June 2006
NBER Program(s): EFG
The sensitivity of U.S. aggregate investment to shocks is procyclical: the initial response increases by approximately 50% from the trough to the peak of the business cycle. This feature of the data follows naturally from a DSGE model with lumpy microeconomic capital adjustment. Beyond explaining this specific time variation, our model and evidence provide a counterexample to the claim that microeconomic investment lumpiness is inconsequential for macroeconomic analysis.
You may purchase this paper on-line in .pdf format
from SSRN.com ($5) for electronic delivery.
This paper was revised on June 18, 2008 Machine-readable bibliographic record -
MARC,
RIS,
BibTeX
|
|
|