investment under uncertainty robert e. lucas, jr;...
TRANSCRIPT
Investment Under Uncertainty
Robert E. Lucas, Jr; Edward C. Prescott
Econometrica, Vol. 39, No. 5. (Sep., 1971), pp. 659-681.
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http://www.jstor.orgWed Aug 1 12:47:31 2007
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Investment Under UncertaintyRobert E. Lucas, Jr; Edward C. PrescottEconometrica, Vol. 39, No. 5. (Sep., 1971), pp. 659-681.Stable URL:
http://links.jstor.org/sici?sici=0012-9682%28197109%2939%3A5%3C659%3AIUU%3E2.0.CO%3B2-0
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[Footnotes]
2 Capital Theory and Investment BehaviorDale W. JorgensonThe American Economic Review, Vol. 53, No. 2, Papers and Proceedings of the Seventy-FifthAnnual Meeting of the American Economic Association. (May, 1963), pp. 247-259.Stable URL:
http://links.jstor.org/sici?sici=0002-8282%28196305%2953%3A2%3C247%3ACTAIB%3E2.0.CO%3B2-J
2 Adjustment Costs in the Theory of Investment of the FirmJ. P. GouldThe Review of Economic Studies, Vol. 35, No. 1. (Jan., 1968), pp. 47-55.Stable URL:
http://links.jstor.org/sici?sici=0034-6527%28196801%2935%3A1%3C47%3AACITTO%3E2.0.CO%3B2-9
2 Optimal Investment Policy and the Flexible AcceleratorRobert E. Lucas, Jr.International Economic Review, Vol. 8, No. 1. (Feb., 1967), pp. 78-85.Stable URL:
http://links.jstor.org/sici?sici=0020-6598%28196702%298%3A1%3C78%3AOIPATF%3E2.0.CO%3B2-B
2 Adjustment Costs and the Theory of SupplyRobert E. Lucas, Jr.The Journal of Political Economy, Vol. 75, No. 4, Part 1. (Aug., 1967), pp. 321-334.Stable URL:
http://links.jstor.org/sici?sici=0022-3808%28196708%2975%3A4%3C321%3AACATTO%3E2.0.CO%3B2-3
http://www.jstor.org
LINKED CITATIONS- Page 1 of 4 -
NOTE: The reference numbering from the original has been maintained in this citation list.
4 Rational Expectations and the Theory of Price MovementsJohn F. MuthEconometrica, Vol. 29, No. 3. (Jul., 1961), pp. 315-335.Stable URL:
http://links.jstor.org/sici?sici=0012-9682%28196107%2929%3A3%3C315%3AREATTO%3E2.0.CO%3B2-G
6 Adjustment Costs in the Theory of Investment of the FirmJ. P. GouldThe Review of Economic Studies, Vol. 35, No. 1. (Jan., 1968), pp. 47-55.Stable URL:
http://links.jstor.org/sici?sici=0034-6527%28196801%2935%3A1%3C47%3AACITTO%3E2.0.CO%3B2-9
6 Optimal Investment Policy and the Flexible AcceleratorRobert E. Lucas, Jr.International Economic Review, Vol. 8, No. 1. (Feb., 1967), pp. 78-85.Stable URL:
http://links.jstor.org/sici?sici=0020-6598%28196702%298%3A1%3C78%3AOIPATF%3E2.0.CO%3B2-B
6 Adjustment Costs and the Theory of SupplyRobert E. Lucas, Jr.The Journal of Political Economy, Vol. 75, No. 4, Part 1. (Aug., 1967), pp. 321-334.Stable URL:
http://links.jstor.org/sici?sici=0022-3808%28196708%2975%3A4%3C321%3AACATTO%3E2.0.CO%3B2-3
9 The Role of Securities in the Optimal Allocation of Risk-bearingK. J. ArrowThe Review of Economic Studies, Vol. 31, No. 2. (Apr., 1964), pp. 91-96.Stable URL:
http://links.jstor.org/sici?sici=0034-6527%28196404%2931%3A2%3C91%3ATROSIT%3E2.0.CO%3B2-D
9 Investment Decision Under Uncertainty: Choice-Theoretic ApproachesJ. HirshleiferThe Quarterly Journal of Economics, Vol. 79, No. 4. (Nov., 1965), pp. 509-536.Stable URL:
http://links.jstor.org/sici?sici=0033-5533%28196511%2979%3A4%3C509%3AIDUUCA%3E2.0.CO%3B2-Z
http://www.jstor.org
LINKED CITATIONS- Page 2 of 4 -
NOTE: The reference numbering from the original has been maintained in this citation list.
References
1 The Role of Securities in the Optimal Allocation of Risk-bearingK. J. ArrowThe Review of Economic Studies, Vol. 31, No. 2. (Apr., 1964), pp. 91-96.Stable URL:
http://links.jstor.org/sici?sici=0034-6527%28196404%2931%3A2%3C91%3ATROSIT%3E2.0.CO%3B2-D
3 Discounted Dynamic ProgrammingDavid BlackwellThe Annals of Mathematical Statistics, Vol. 36, No. 1. (Feb., 1965), pp. 226-235.Stable URL:
http://links.jstor.org/sici?sici=0003-4851%28196502%2936%3A1%3C226%3ADDP%3E2.0.CO%3B2-V
5 Valuation Equilibrium and Pareto OptimumGerard DebreuProceedings of the National Academy of Sciences of the United States of America, Vol. 40, No. 7.(Jul. 15, 1954), pp. 588-592.Stable URL:
http://links.jstor.org/sici?sici=0027-8424%2819540715%2940%3A7%3C588%3AVEAPO%3E2.0.CO%3B2-X
8 Adjustment Costs in the Theory of Investment of the FirmJ. P. GouldThe Review of Economic Studies, Vol. 35, No. 1. (Jan., 1968), pp. 47-55.Stable URL:
http://links.jstor.org/sici?sici=0034-6527%28196801%2935%3A1%3C47%3AACITTO%3E2.0.CO%3B2-9
11 Investment Decision Under Uncertainty: Choice-Theoretic ApproachesJ. HirshleiferThe Quarterly Journal of Economics, Vol. 79, No. 4. (Nov., 1965), pp. 509-536.Stable URL:
http://links.jstor.org/sici?sici=0033-5533%28196511%2979%3A4%3C509%3AIDUUCA%3E2.0.CO%3B2-Z
http://www.jstor.org
LINKED CITATIONS- Page 3 of 4 -
NOTE: The reference numbering from the original has been maintained in this citation list.
12 Capital Theory and Investment BehaviorDale W. JorgensonThe American Economic Review, Vol. 53, No. 2, Papers and Proceedings of the Seventy-FifthAnnual Meeting of the American Economic Association. (May, 1963), pp. 247-259.Stable URL:
http://links.jstor.org/sici?sici=0002-8282%28196305%2953%3A2%3C247%3ACTAIB%3E2.0.CO%3B2-J
13 Optimal Investment Policy and the Flexible AcceleratorRobert E. Lucas, Jr.International Economic Review, Vol. 8, No. 1. (Feb., 1967), pp. 78-85.Stable URL:
http://links.jstor.org/sici?sici=0020-6598%28196702%298%3A1%3C78%3AOIPATF%3E2.0.CO%3B2-B
14 Adjustment Costs and the Theory of SupplyRobert E. Lucas, Jr.The Journal of Political Economy, Vol. 75, No. 4, Part 1. (Aug., 1967), pp. 321-334.Stable URL:
http://links.jstor.org/sici?sici=0022-3808%28196708%2975%3A4%3C321%3AACATTO%3E2.0.CO%3B2-3
15 Rational Expectations and the Theory of Price MovementsJohn F. MuthEconometrica, Vol. 29, No. 3. (Jul., 1961), pp. 315-335.Stable URL:
http://links.jstor.org/sici?sici=0012-9682%28196107%2929%3A3%3C315%3AREATTO%3E2.0.CO%3B2-G
http://www.jstor.org
LINKED CITATIONS- Page 4 of 4 -
NOTE: The reference numbering from the original has been maintained in this citation list.