Details about Huntley Schaller

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

Access statistics for papers by Huntley Schaller.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: psc216

Working Papers

2017

1. Panel Cointegration Estimates of the Effect of Interest Rates, Capital Goods Prices, and Taxes on the Capital Stock
   Post-Print, HAL View citations (1)

2013

2. Inventory Behavior with Permanent Sales Shocks
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics
   See also Journal Article Inventory behavior with permanent sales shocks, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (12) (2015)

2011

3. Do Bubbles Lead to Overinvestment?: A Revealed Preference Approach
   CESifo Working Paper Series, CESifo View citations (7)

2008

4. The Irreversibility Premium
   CESifo Working Paper Series, CESifo View citations (7)
   See also Journal Article The irreversibility premium, Journal of Monetary Economics, Elsevier (2009) View citations (43) (2009)

2007

5. Fundamentals, Misvaluation, and Investment: The Real Story
   CESifo Working Paper Series, CESifo View citations (3)
   Also in Economics Series, Institute for Advanced Studies (2006) View citations (5)

2006

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

2004

7. The Interest Rate Learning and Inventory Investment
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (24)
   See also Journal Article The Interest Rate, Learning, and Inventory Investment, American Economic Review, American Economic Association (2004) View citations (23) (2004)

2003

8. 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 (2002)
   See also Journal Article A revealed preference approach to understanding corporate governance problems: Evidence from Canada, Journal of Financial Economics, Elsevier (2004) View citations (17) (2004)

2002

9. Acquisitions and Investment
   Carleton Economic Papers, Carleton University, Department of Economics View citations (3)
10. Persistent and Transitory Shocks, Learning, and Investment Dynamics
    Carleton Economic Papers, Carleton University, Department of Economics View citations (13)
    Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (1999)
    See also Journal Article Persistent and Transitory Shocks, Learning, and Investment Dynamics, Journal of Money, Credit and Banking, Blackwell Publishing (2002) View citations (13) (2002)

2001

11. Business Fixed Investment and "Bubbles": the Japanese Case
    Carleton Economic Papers, Carleton University, Department of Economics View citations (45)
    Also in Economics Series, Institute for Advanced Studies (1996) View citations (5)
    See also Journal Article Business Fixed Investment and "Bubbles": The Japanese Case, American Economic Review, American Economic Association (2001) View citations (46) (2001)

1999

12. Are the Effects of Monetary Policy Asymmetric?
    Carleton Economic Papers, Carleton University, Department of Economics View citations (13)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (24)
    CIRANO Working Papers, CIRANO (1995) View citations (25)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (24)
13. Learning and the Law of Iterated Projections
    Computing in Economics and Finance 1999, Society for Computational Economics

1997

14. Fads or Bubbles?
    Staff Working Papers, Bank of Canada View citations (17)
    Also in Econometrics, University Library of Munich, Germany (1995)
    See also Journal Article Fads or bubbles?, Empirical Economics, Springer (2002) View citations (23) (2002)
15. Learning, Regime Switches, and Equilibrium Asset Pricing Dynamics
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article Learning, regime switches, and equilibrium asset pricing dynamics, Journal of Economic Dynamics and Control, Elsevier (1996) View citations (7) (1996)

1996

16. Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy
    Carleton Economic Papers, Carleton University, Department of Economics View citations (32)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations (3)
    See also Journal Article Bubbles, fundamentals, and investment: A multiple equation testing strategy, Journal of Monetary Economics, Elsevier (1996) View citations (32) (1996)
17. Speculative Behaviour, Regime-Switching and Stock Market Crashes
    Staff Working Papers, Bank of Canada View citations (27)
    Also in Econometrics, University Library of Munich, Germany (1995) View citations (1)
18. 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 (15)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (9)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (4)
    See also Journal Article The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information, The Review of Economics and Statistics, MIT Press (1996) View citations (14) (1996)

1995

19. Regime Switching in Stock Market Returns
    Econometrics, University Library of Munich, Germany View citations (11)
    See also Journal Article Regime switching in stock market returns, Applied Financial Economics, Taylor & Francis Journals (1997) View citations (144) (1997)

1994

20. Finance Constraints and Asset Pricing: Evidence on Mean Reversion
    Carleton Economic Papers, Carleton University, Department of Economics View citations (5)
    See also Journal Article Finance constraints and asset pricing: Evidence on mean reversion, Journal of Empirical Finance, Elsevier (1994) View citations (3) (1994)
21. Irreversible investment and costs of adjustment
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (2)
22. The Existence and Economic Interpretation of Mean Reversion: Evidence from Panel Data
    Carleton Economic Papers, Carleton University, Department of Economics

1993

23. Investment, Taxes, and the Cost of Capital: An Euler Equation Specification Test
    Carleton Economic Papers, Carleton University, Department of Economics
    See also Journal Article Investment, Taxes and the Cost of Capital: An Euler Equation Specification Test, American Journal of Economics and Business Administration, Science Publications (2010) (2010)
24. Production-Based Asset Pricing Models and Finance Constraints
    Carleton Economic Papers, Carleton University, Department of Economics View citations (1)
25. Why does liquidity matter in investment equations?
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
    See also Journal Article Why Does Liquidity Matter in Investment Equations?, Journal of Money, Credit and Banking, Blackwell Publishing (1995) View citations (161) (1995)

1992

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

1990

27. Investments Under Uncertainty and Irreversibility
    Carleton Economic Papers, Carleton University, Department of Economics View citations (45)

Undated

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

Journal Articles

2017

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

2016

2. Identification and inference in two-pass asset pricing models
   Journal of Economic Dynamics and Control, 2016, 70, (C), 165-177 View citations (4)

2015

3. Inventory behavior with permanent sales shocks
   Journal of Economic Dynamics and Control, 2015, 53, (C), 290-313 View citations (12)
   See also Working Paper Inventory Behavior with Permanent Sales Shocks, Fordham Economics Discussion Paper Series (2013) (2013)

2011

4. Fundamentals, Misvaluation, and Business Investment
   Journal of Money, Credit and Banking, 2011, 43, (7), 1423-1442 View citations (9)
   Also in Journal of Money, Credit and Banking, 2011, 43, (7), 1423-1442 (2011) View citations (3)

2010

5. Investment, Taxes and the Cost of Capital: An Euler Equation Specification Test
   American Journal of Economics and Business Administration, 2010, 2, (3), 210-220
   See also Working Paper Investment, Taxes, and the Cost of Capital: An Euler Equation Specification Test, Carleton Economic Papers (1993) (1993)

2009

6. The irreversibility premium
   Journal of Monetary Economics, 2009, 56, (3), 390-408 View citations (43)
   See also Working Paper The Irreversibility Premium, CESifo Working Paper Series (2008) View citations (7) (2008)

2006

7. Estimating the long-run user cost elasticity
   Journal of Monetary Economics, 2006, 53, (4), 725-736 View citations (43)

2004

8. A revealed preference approach to understanding corporate governance problems: Evidence from Canada
   Journal of Financial Economics, 2004, 74, (1), 181-206 View citations (17)
   See also Working Paper A Revealed Preference Approach. To Understanding Corporate Governance Problems: Evidence From Canada, Economics Series (2003) (2003)
9. The Interest Rate, Learning, and Inventory Investment
   American Economic Review, 2004, 94, (5), 1303-1327 View citations (23)
   See also Working Paper The Interest Rate Learning and Inventory Investment, Economics Working Paper Archive (2004) View citations (24) (2004)

2002

10. COVARIANCE EFFECT
    Macroeconomic Dynamics, 2002, 6, (4), 523-547
11. Fads or bubbles?
    Empirical Economics, 2002, 27, (2), 335-362 View citations (23)
    See also Working Paper Fads or Bubbles?, Staff Working Papers (1997) View citations (17) (1997)
12. Persistent and Transitory Shocks, Learning, and Investment Dynamics
    Journal of Money, Credit and Banking, 2002, 34, (3), 650-77 View citations (13)
    See also Working Paper Persistent and Transitory Shocks, Learning, and Investment Dynamics, Carleton Economic Papers (2002) View citations (13) (2002)

2001

13. Business Fixed Investment and "Bubbles": The Japanese Case
    American Economic Review, 2001, 91, (3), 663-680 View citations (46)
    See also Working Paper Business Fixed Investment and "Bubbles": the Japanese Case, Carleton Economic Papers (2001) View citations (45) (2001)

1997

14. Regime switching in stock market returns
    Applied Financial Economics, 1997, 7, (2), 177-191 View citations (144)
    See also Working Paper Regime Switching in Stock Market Returns, Econometrics (1995) View citations (11) (1995)

1996

15. Bubbles, fundamentals, and investment: A multiple equation testing strategy
    Journal of Monetary Economics, 1996, 38, (1), 47-76 View citations (32)
    See also Working Paper Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy, Carleton Economic Papers (1996) View citations (32) (1996)
16. Learning, regime switches, and equilibrium asset pricing dynamics
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 979-1006 View citations (7)
    See also Working Paper Learning, Regime Switches, and Equilibrium Asset Pricing Dynamics, Departmental Working Papers (1997) (1997)
17. 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 View citations (14)
    See also Working Paper The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information, Carleton Economic Papers (1996) View citations (15) (1996)

1995

18. 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)
19. Why Does Liquidity Matter in Investment Equations?
    Journal of Money, Credit and Banking, 1995, 27, (2), 527-48 View citations (161)
    See also Working Paper Why does liquidity matter in investment equations?, Research Working Paper (1993) View citations (1) (1993)

1994

20. Finance constraints and asset pricing: Evidence on mean reversion
    Journal of Empirical Finance, 1994, 1, (2), 193-209 View citations (3)
    See also Working Paper Finance Constraints and Asset Pricing: Evidence on Mean Reversion, Carleton Economic Papers (1994) View citations (5) (1994)

1993

21. Asymmetric Information, Liquidity Constraints and Canadian Investment
    Canadian Journal of Economics, 1993, 26, (3), 552-74 View citations (117)
22. 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 (57)

1990

23. 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 (24)