Dynamics of Continuous Time and Related Discrete Time Economic Models / Dynamische Modelle mit stetiger Zeit und verwandte zeitdiskrete Modelle

Nieuwenhuis Herman J. and Lambert Schoonbeek
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Nieuwenhuis Herman J.: Lambert Schoonbeek, Department of Econometrics, University of Groningen, P.O. Box 800, NL-9700 AV Groningen, The Netherlands

Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1994, vol. 213, issue 3, 257-277

Abstract: We compare the dynamic behaviour of a given linear economic model with continuous time and two discrete time models derived from it. The latter two models with discrete time play an important role in the literature on econometric models with continuous time. We analyze and compare the eigenvalues of the models, and obtain results with respect to the stability behaviour and the periods of oscillations that arise in the case of complex eigenvalues.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:jns:jbstat:v:213:y:1994:i:3:p:257-277

DOI: 10.1515/jbnst-1994-0302

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