Global Identification in DSGE Models Allowing for Indeterminacy

DOI10.1093/restud/rdw048zbMath1471.91275OpenAlexW2521002823MaRDI QIDQ3382402

Denis Tkachenko, Zhongjun Qu

Publication date: 21 September 2021

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://people.bu.edu/qu/dsge4/DSGE-0513.pdf

zbMATH Keywords

multiple equilibriafrequency domainspectral densitydynamic stochastic general equilibrium modelsglobal identification

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Related Items (4)

Factor-driven two-regime regression ⋮ A solution to the global identification problem in DSGE models ⋮ Global identification of linearized DSGE models ⋮ Projection-based inference with particle swarm optimization

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