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The random-lags approach: application to a microfounded model

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Author Info
Bruchez, Pierre-Alain

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Abstract

It is well known that a one-dimensional discrete-time model may yield endogenous fluctuations while this is impossible in a one-dimensional continuous-time model. Invernizzi and Medio (1991) recast this time-modeling issue into an aggregation issue. They have proposed a "random-lags approach" as a way of preserving fluctuations while relaxing the discrete-time assumption. The present paper applies this approach to the model of Aghion, Bacchetta and Banerjee (2000), and shows that their result that economies at an intermediate level of financial development may be prone to economic fluctuations continues to hold when the discrete-time assumption is relaxed.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 3543.

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Date of creation: 02 Apr 2007
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Handle: RePEc:pra:mprapa:3543

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Related research
Keywords: continuous time discrete time fluctuations aggregation

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Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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  1. Bernanke, Ben & Gertler, Mark, 1989. "Agency Costs, Net Worth, and Business Fluctuations," American Economic Review, American Economic Association, vol. 79(1), pages 14-31, March. [Downloadable!] (restricted)
  2. Piketty, Thomas & Banerjee, Abhijit & Aghion, Philippe, 1997. "Dualism and macroeconomic volatility," CEPREMAP Working Papers (Couverture Orange) 9720, CEPREMAP.
  3. Kiyotaki, Nobuhiro & Moore, John, 1997. "Credit Cycles," Journal of Political Economy, University of Chicago Press, vol. 105(2), pages 211-48, April.
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  4. Azariadis, Costas & Smith, Bruce, 1998. "Financial Intermediation and Regime Switching in Business Cycles," American Economic Review, American Economic Association, vol. 88(3), pages 516-36, June. [Downloadable!] (restricted)
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