Concepedia

Continuous-time Economic Models

Continuous-Time Economic Models is a dynamic economic framework that formulates economic processes and agent behaviors as continuous functions of time, distinguished from discrete-time models by its use of differential equations to describe the instantaneous rates of change in economic variables.

295

Publications

32.3K

Citations

471

Authors

276

Institutions

Publications per year

2017–2026

31

Parents

Publications

295

Optimum consumption and portfolio rules in a continuous-time model

Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations

, , +16

Continuous-Time Finance.

Stephen A. Ross, Robert C. Merton · The Journal of Finance · 1991 · 1.8K citations

, , +8

The Fine Structure of Asset Returns: An Empirical Investigation

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations

, , +17

Fundamental methods of mathematical economics

Journal of Macroeconomics · 1984 · 1.6K citations

, , +12

Real-Time Measurement of Business Conditions

S. Borağan Aruoba, Francis X. Diebold, Chiara Scotti · Journal of Business and Economic Statistics · 2009 · 916 citations

, , +17

1–5 of 295

Authors

471

  1. GG
    Giancarlo Gandolfo

    Sapienza University of Rome, Italy

    6 publications · 460 citations

    6

    h-index

  2. VE
    Vasily E. Tarasov

    Lomonosov Moscow State University, Russia

    5 publications · 164 citations

    5

    h-index

  3. RC
    Robert C. Merton

    Massachusetts Institute of Technology, United States

    4 publications · 8.9K citations

    4

    h-index

  4. VV
    Valentina V. Tarasova

    Lomonosov Moscow State University, Russia

    4 publications · 143 citations

    4

    h-index

  5. PC
    Peter C.B. Phillips

    Yale University, United States

    4 publications · 260 citations

    4

    h-index

1–5 of 471

Institutions

276

  1. National Bureau of Economic Research

    Cambridge, United States

    8 h-index

    11 publications

    2K citations

  2. Duke University

    Durham, United States

    6 h-index

    10 publications

    927 citations

  3. University of Maryland, College Park

    College Park, United States

    6 h-index

    7 publications

    2.9K citations

  4. University of Chicago

    Chicago, United States

    5 h-index

    7 publications

    614 citations

  5. Federal Reserve

    Washington D.C., United States

    5 h-index

    6 publications

    1K citations

  6. University of Pennsylvania

    Philadelphia, United States

    5 h-index

    5 publications

    1K citations

  7. University of California, Berkeley

    Berkeley, United States

    5 h-index

    5 publications

    975 citations

  8. University of Pisa

    Pisa, Italy

    4 h-index

    5 publications

    126 citations

1–8 of 276

Venues

  1. Econometrica

    19 publications · 3.4K citations

    18

    h-index

  2. The Review of Economic Studies

    14 publications · 1.7K citations

    13

    h-index

  3. SSRN Electronic Journal

    Repository · 18 publications · 682 citations

    13

    h-index

  4. Journal of Economic Theory

    JET · 11 publications · 6.8K citations

    11

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 13 publications · 710 citations

    10

    h-index

1–5