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Irreversible Investment, Capital Costs and Productivity Growth: Implications for Telecommunications / Jeffrey I. Bernstein, Theofanis P. Mamuneas.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Bernstein, Jeffrey I.
Contributor:
National Bureau of Economic Research.
Mamuneas, Theofanis P.
Series:
Working Paper Series (National Bureau of Economic Research) no. w13269.
NBER working paper series no. w13269
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Other Title:
Irreversible Investment, Capital Costs and Productivity Growth
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2007.
Summary:
This paper develops a model incorporating costly disinvestment and estimates the associated commitment premium required to invest in telecommunications. Results indicate that the irreversibility premium raises the opportunity cost of capital by 70 percent. This implies an average annual hurdle rate of return of 14 percent over the period 1986-2002. Irreversibility creates a distinction between observed and adjusted TFP growth. Observed growth, which omits the premium, annually averaged 2.8 percent from 1986 to 2002. This rate exceeded the (premium) adjusted TFP growth by 0.7 percentage points, and therefore average annual observed productivity growth overestimated the corrected rate by 33 percent.
Notes:
Print version record
July 2007.

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