We study the time-varying effects of Tobin's q and cash flow on investment dynamics in the USA using a vector autoregression model with drifting parameters and stochastic volatilities estimated via Bayesian methods. We find significant variation over time of the response of investment to shocks...

We investigate a matrix analysis study for a single-server Markovian queue with finite capacity, i.e. an M/M/1/N queue, where the single server can go for a maximum, i.e. a K number of consecutive vacation periods. During these vacation periods of the server, every customer becomes impatient and...