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How should the distant future be discounted when discount rates are uncertain?

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2010

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Elsevier BV
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Gollier, Christian, and Martin L. Weitzman. 2010. “How Should the Distant Future Be Discounted When Discount Rates Are Uncertain?” Economics Letters 107 (3) (June): 350–353. doi:10.1016/j.econlet.2010.03.001.

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Abstract

The so-called “Weitzman–Gollier puzzle” is the fact that two seemingly symmetric and equally plausible ways of dealing with uncertain future discount rates appear to give diametrically opposed results. The puzzle is resolved when agents optimize their consumption plans. The long run discount rate declines over time toward its lowest possible value.

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Discount rate, Term structure, Climate change, Cost–benefit analysis

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