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Is Discrete Time a Good Representation of Continuous Time?

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Author Info
Omar Licandro
Luis A. Puch

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Abstract

Economists model time as continuous or discrete. The recent literature on continuous time models with delays should help to bridge the gap between these two families of models. In this note, we propose a simple time–to–build model in continuous time, and show that a discrete time version is a true representation of the continuous time problem under some sufficient conditions.

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File URL: http://cadmus.iue.it/dspace/bitstream/1814/6230/1/ECO2006-28.pdf
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Paper provided by European University Institute in its series Economics Working Papers with number ECO2006/28.

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Date of creation: 2006
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Handle: RePEc:eui:euiwps:eco2006/28

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Related research
Keywords: Discrete Time Continuous Time Time–to–Build Delay DDEs

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Find related papers by JEL classification:
O40 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hintermaier, Thomas, 2005. "A sunspot paradox," Economics Letters, Elsevier, vol. 87(2), pages 285-290, May. [Downloadable!] (restricted)
    Other versions:
  2. Benhabib Jess & Farmer Roger E. A., 1994. "Indeterminacy and Increasing Returns," Journal of Economic Theory, Elsevier, vol. 63(1), pages 19-41, June. [Downloadable!] (restricted)
    Other versions:
  3. Asea, Patrick K. & Zak, Paul J., 1999. "Time-to-build and cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 23(8), pages 1155-1175, August. [Downloadable!] (restricted)
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  4. Mauro BAMBI & Omar LICANDRO, 2004. "(In)determinacy and Time-to-Build," Economics Working Papers ECO2004/17, European University Institute. [Downloadable!]
  5. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-70, November. [Downloadable!] (restricted)
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  6. Boucekkine, Raouf & Licandro, Omar & Puch, Luis A. & del Rio, Fernando, 2005. "Vintage capital and the dynamics of the AK model," Journal of Economic Theory, Elsevier, vol. 120(1), pages 39-72, January. [Downloadable!] (restricted)
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  7. Chryssi Giannitsarou & Alexia Anagnostopoulos, 2005. "Modeling Time and Macroeconomic Dynamics," Money Macro and Finance (MMF) Research Group Conference 2005 60, Money Macro and Finance Research Group. [Downloadable!]
  8. Fabrice Collard & Omar Licandro & Luis A. Puch, 2006. "Time-to-Build Echoes," Working Papers 2006-16, FEDEA. [Downloadable!]
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