Details about Huntley Schaller

Access statistics for papers by Huntley Schaller.

Last updated 2009-11-12. Update your information in the RePEc Author Service.

Short-id: psc216

Working Papers

2008

1. The Irreversibility Premium
   CESifo Working Paper Series, CESifo Group Munich View citations
   See also Journal Article in Journal of Monetary Economics (2009)

2007

2. Fundamentals, Misvaluation, and Investment: The Real Story
   CESifo Working Paper Series, CESifo Group Munich View citations
   Also in Economics Series, Institute for Advanced Studies (2006) View citations

2006

3. Econometric Issues in Estimating User Cost Elasticity
   Economics Series, Institute for Advanced Studies View citations

2004

4. The Interest Rate Learning and Inventory Investment
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations
   See also Journal Article in American Economic Review (2004)

2003

5. A Revealed Preference Approach. To Understanding Corporate Governance Problems: Evidence From Canada
   Economics Series, Institute for Advanced Studies
   Also in CESifo Working Paper Series, CESifo Group Munich (2002)
   See also Journal Article in Journal of Financial Economics (2004)

2001

6. Persistent and Transitory Shocks, Learning, and Investment Dynamics
   Carleton Economic Papers, Carleton University, Department of Economics
   See also Journal Article in Journal of Money, Credit and Banking (2002)

1999

7. Are the Effects of Monetary Policy Asymmetric?
   Carleton Economic Papers, Carleton University, Department of Economics View citations
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations
   CIRANO Working Papers, CIRANO (1995) View citations
8. Learning and the Law of Iterated Projections
   Computing in Economics and Finance 1999, Society for Computational Economics

1997

9. Fads or Bubbles?
   Working Papers, Bank of Canada View citations
   Also in Econometrics, EconWPA (1995)
   See also Journal Article in Empirical Economics (2002)
10. Learning, Regime Switches, and Equilibrium Asset Pricing Dynamics
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article in Journal of Economic Dynamics and Control (1996)

1996

11. Business Fixed Investment and "Bubbles": The Japanese Case
    Economics Series, Institute for Advanced Studies View citations
    Also in Carleton Economic Papers, Carleton University, Department of Economics (1995) View citations
    See also Journal Article in American Economic Review (2001)
12. Speculative Behaviour, Regime-Switching and Stock Market Crashes
    Working Papers, Bank of Canada View citations
    Also in Econometrics, EconWPA (1995)

1995

13. Regime Switching in Stock Market Returns
    Econometrics, EconWPA View citations
    See also Journal Article in Applied Financial Economics (1997)
14. The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in Carleton Economic Papers, Carleton University, Department of Economics (1993)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations
    See also Journal Article in The Review of Economics and Statistics (1996)

1994

15. Acquisitions and Investment
    Carleton Economic Papers, Carleton University, Department of Economics
    See also Journal Article in Economica (2002)
16. Irreversible investment and costs of adjustment
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations

1993

17. Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy
    Carleton Economic Papers, Carleton University, Department of Economics
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations
    See also Journal Article in Journal of Monetary Economics (1996)
18. Finance Constraints and Asset Pricing: Evidence on Mean Reversion
    Carleton Economic Papers, Carleton University, Department of Economics View citations
    See also Journal Article in Journal of Empirical Finance (1994)
19. Investment, Taxes, and the Cost of Capital: An Euler Equation Specification Test
    Carleton Economic Papers, Carleton University, Department of Economics
20. Investments Under Uncertainty and Irreversibility
    Carleton Economic Papers, Carleton University, Department of Economics
21. Production-Based Asset Pricing Models and Finance Constraints
    Carleton Economic Papers, Carleton University, Department of Economics
22. Why does liquidity matter in investment equations?
    Research Working Paper, Federal Reserve Bank of Kansas City View citations
    See also Journal Article in Journal of Money, Credit and Banking (1995)

1992

23. Bubbles, Fundamentals, and Investment: A New Multiple Equation Specification Testing Strategy
    Working Papers, Harris School of Public Policy Studies, University of Chicago

1991

24. The Existence and Economic Interpretation of Mean Reversion: Evidence from Panel Data
    Carleton Economic Papers, Carleton University, Department of Economics

Undated

25. Bayesian Learning and Investment Dynamics
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2009

1. The irreversibility premium
   Journal of Monetary Economics, 2009, 56, (3), 390-408
   See also Working Paper (2008)

2006

2. Estimating the long-run user cost elasticity
   Journal of Monetary Economics, 2006, 53, (4), 725-736 View citations

2004

3. A revealed preference approach to understanding corporate governance problems: Evidence from Canada
   Journal of Financial Economics, 2004, 74, (1), 181-206
   See also Working Paper (2003)
4. The Interest Rate, Learning, and Inventory Investment
   American Economic Review, 2004, 94, (5), 1303-1327 View citations
   See also Working Paper (2004)

2002

5. Acquisitions and Investment
   Economica, 2002, 69, (275), 391-413 View citations
   See also Working Paper (1994)
6. COVARIANCE EFFECT
   Macroeconomic Dynamics, 2002, 6, (04), 523-547
7. Fads or bubbles?
   Empirical Economics, 2002, 27, (2), 335-362 View citations
   See also Working Paper (1997)
8. Persistent and Transitory Shocks, Learning, and Investment Dynamics
   Journal of Money, Credit and Banking, 2002, 34, (3), 650-77 View citations
   See also Working Paper (2001)

2001

9. Business Fixed Investment and "Bubbles": The Japanese Case
   American Economic Review, 2001, 91, (3), 663-680 View citations
   See also Working Paper (1996)

1997

10. Regime Switching in Stock Market Returns
    Applied Financial Economics, 1997, 7, (2), 177-91 View citations
    See also Working Paper (1995)

1996

11. Bubbles, fundamentals, and investment: A multiple equation testing strategy
    Journal of Monetary Economics, 1996, 38, (1), 47-76 View citations
    See also Working Paper (1993)
12. Learning, regime switches, and equilibrium asset pricing dynamics
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 979-1006
    See also Working Paper (1997)
13. The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
    The Review of Economics and Statistics, 1996, 78, (3), 375-83
    See also Working Paper (1995)

1995

14. Retirement Income and the Lifetime Capital Gains Exemption: The Case of Qualified Farm Property and Small Business Corporation Shares
    Canadian Public Policy, 1995, 21, (s1), 136-158 View citations
15. Why Does Liquidity Matter in Investment Equations?
    Journal of Money, Credit and Banking, 1995, 27, (2), 527-48 View citations
    See also Working Paper (1993)

1994

16. Finance constraints and asset pricing: Evidence on mean reversion
    Journal of Empirical Finance, 1994, 1, (2), 193-209 View citations
    See also Working Paper (1993)

1993

17. Asymmetric Information, Liquidity Constraints and Canadian Investment
    Canadian Journal of Economics, 1993, 26, (3), 552-74 View citations
18. The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange
    The Review of Economics and Statistics, 1993, 75, (3), 505-10 View citations

1990

19. A Re-examination of the Q Theory of Investment Using U.S. Firm Data
    Journal of Applied Econometrics, 1990, 5, (4), 309-25 View citations