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Details about Huntley Schaller

This author is deceased (2015-01-24).

Access statistics for papers by Huntley Schaller.

Last updated 2019-01-26. Update your information in the RePEc Author Service.

Short-id: psc216


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Working Papers

2013

  1. Inventory Behavior with Permanent Sales Shocks
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2015)

2011

  1. Do Bubbles Lead to Overinvestment?: A Revealed Preference Approach
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)

2008

  1. The Irreversibility Premium
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    See also Journal Article in Journal of Monetary Economics (2009)

2007

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

2006

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

2004

  1. The Interest Rate Learning and Inventory Investment
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (14)
    See also Journal Article in American Economic Review (2004)

2003

  1. A Revealed Preference Approach. To Understanding Corporate Governance Problems: Evidence From Canada
    Economics Series, Institute for Advanced Studies Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2002) Downloads

    See also Journal Article in Journal of Financial Economics (2004)

2002

  1. Acquisitions and Investment
    Carleton Economic Papers, Carleton University, Department of Economics View citations (1)
  2. Persistent and Transitory Shocks, Learning, and Investment Dynamics
    Carleton Economic Papers, Carleton University, Department of Economics Downloads View citations (3)
    Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (1999)

    See also Journal Article in Journal of Money, Credit and Banking (2002)

2001

  1. Business Fixed Investment and "Bubbles": the Japanese Case
    Carleton Economic Papers, Carleton University, Department of Economics View citations (22)
    Also in Economics Series, Institute for Advanced Studies (1996) Downloads View citations (5)

    See also Journal Article in American Economic Review (2001)

1999

  1. Are the Effects of Monetary Policy Asymmetric?
    Carleton Economic Papers, Carleton University, Department of Economics Downloads View citations (7)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (20)
    CIRANO Working Papers, CIRANO (1995) Downloads View citations (21)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (20)
  2. Learning and the Law of Iterated Projections
    Computing in Economics and Finance 1999, Society for Computational Economics

1997

  1. Fads or Bubbles?
    Staff Working Papers, Bank of Canada Downloads View citations (12)
    Also in Econometrics, University Library of Munich, Germany (1995) Downloads

    See also Journal Article in Empirical Economics (2002)
  2. 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

  1. Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy
    Carleton Economic Papers, Carleton University, Department of Economics View citations (9)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations (3)

    See also Journal Article in Journal of Monetary Economics (1996)
  2. Speculative Behaviour, Regime-Switching and Stock Market Crashes
    Staff Working Papers, Bank of Canada Downloads View citations (23)
    Also in Econometrics, University Library of Munich, Germany (1995) Downloads View citations (1)
  3. The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
    Carleton Economic Papers, Carleton University, Department of Economics View citations (2)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (7)

    See also Journal Article in The Review of Economics and Statistics (1996)

1995

  1. Regime Switching in Stock Market Returns
    Econometrics, University Library of Munich, Germany Downloads View citations (12)
    See also Journal Article in Applied Financial Economics (1997)

1994

  1. Finance Constraints and Asset Pricing: Evidence on Mean Reversion
    Carleton Economic Papers, Carleton University, Department of Economics View citations (2)
    See also Journal Article in Journal of Empirical Finance (1994)
  2. Irreversible investment and costs of adjustment
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
  3. The Existence and Economic Interpretation of Mean Reversion: Evidence from Panel Data
    Carleton Economic Papers, Carleton University, Department of Economics

1993

  1. Investment, Taxes, and the Cost of Capital: An Euler Equation Specification Test
    Carleton Economic Papers, Carleton University, Department of Economics
  2. Production-Based Asset Pricing Models and Finance Constraints
    Carleton Economic Papers, Carleton University, Department of Economics View citations (1)
  3. Why does liquidity matter in investment equations?
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (1995)

1992

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

1990

  1. Investments Under Uncertainty and Irreversibility
    Carleton Economic Papers, Carleton University, Department of Economics View citations (49)

Undated

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

Journal Articles

2017

  1. Panel cointegration estimates of the user cost elasticity
    Journal of Macroeconomics, 2017, 53, (C), 235-250 Downloads

2016

  1. Identification and inference in two-pass asset pricing models
    Journal of Economic Dynamics and Control, 2016, 70, (C), 165-177 Downloads View citations (1)

2015

  1. Inventory behavior with permanent sales shocks
    Journal of Economic Dynamics and Control, 2015, 53, (C), 290-313 Downloads View citations (3)
    See also Working Paper (2013)

2011

  1. Fundamentals, Misvaluation, and Business Investment
    Journal of Money, Credit and Banking, 2011, 43, (7), 1423-1442 Downloads View citations (5)

2009

  1. The irreversibility premium
    Journal of Monetary Economics, 2009, 56, (3), 390-408 Downloads View citations (28)
    See also Working Paper (2008)

2006

  1. Estimating the long-run user cost elasticity
    Journal of Monetary Economics, 2006, 53, (4), 725-736 Downloads View citations (33)

2004

  1. A revealed preference approach to understanding corporate governance problems: Evidence from Canada
    Journal of Financial Economics, 2004, 74, (1), 181-206 Downloads View citations (13)
    See also Working Paper (2003)
  2. The Interest Rate, Learning, and Inventory Investment
    American Economic Review, 2004, 94, (5), 1303-1327 Downloads View citations (16)
    See also Working Paper (2004)

2002

  1. COVARIANCE EFFECT
    Macroeconomic Dynamics, 2002, 6, (04), 523-547 Downloads
  2. Fads or bubbles?
    Empirical Economics, 2002, 27, (2), 335-362 Downloads View citations (15)
    See also Working Paper (1997)
  3. Persistent and Transitory Shocks, Learning, and Investment Dynamics
    Journal of Money, Credit and Banking, 2002, 34, (3), 650-77 View citations (9)
    See also Working Paper (2002)

2001

  1. Business Fixed Investment and "Bubbles": The Japanese Case
    American Economic Review, 2001, 91, (3), 663-680 Downloads View citations (30)
    See also Working Paper (2001)

1997

  1. Regime switching in stock market returns
    Applied Financial Economics, 1997, 7, (2), 177-191 Downloads View citations (108)
    See also Working Paper (1995)

1996

  1. Bubbles, fundamentals, and investment: A multiple equation testing strategy
    Journal of Monetary Economics, 1996, 38, (1), 47-76 Downloads View citations (25)
    See also Working Paper (1996)
  2. Learning, regime switches, and equilibrium asset pricing dynamics
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 979-1006 Downloads View citations (6)
    See also Working Paper (1997)
  3. 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 Downloads View citations (7)
    See also Working Paper (1996)

1995

  1. 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 (1)
  2. Why Does Liquidity Matter in Investment Equations?
    Journal of Money, Credit and Banking, 1995, 27, (2), 527-48 Downloads View citations (124)
    See also Working Paper (1993)

1994

  1. Finance constraints and asset pricing: Evidence on mean reversion
    Journal of Empirical Finance, 1994, 1, (2), 193-209 Downloads View citations (3)
    See also Working Paper (1994)

1993

  1. Asymmetric Information, Liquidity Constraints and Canadian Investment
    Canadian Journal of Economics, 1993, 26, (3), 552-74 Downloads View citations (102)
  2. The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange
    The Review of Economics and Statistics, 1993, 75, (3), 505-10 Downloads View citations (40)

1990

  1. A Re-examination of the Q Theory of Investment Using U.S. Firm Data
    Journal of Applied Econometrics, 1990, 5, (4), 309-25 Downloads View citations (18)
 
Page updated 2019-10-14