Global identification of linearized DSGE models

DOI10.3982/QE530zbMath1420.91235OpenAlexW3121144656WikidataQ128845170 ScholiaQ128845170MaRDI QIDQ4625069

Andrzej Kociȩcki, Marcin Kolasa

Publication date: 20 February 2019

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe530

zbMATH Keywords

state-space representationDSGE modelsglobal identification

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Related Items (3)

A solution to the global identification problem in DSGE models ⋮ Global identification of linearized DSGE models ⋮ Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data

Uses Software

• Dynare
• Uhlig Toolkit
• Gensys

Cites Work

• A linear algebraic procedure for solving linear perfect foresight models
• Solving linear rational expectations models: A horse race
• Computing sunspot equilibria in linear rational expectations models
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Functional equivalence between intertemporal and multisectoral investment adjustment costs
• Solving linear rational expectations models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• Dynamic Identification of Dynamic Stochastic General Equilibrium Models
• Global Identification in DSGE Models Allowing for Indeterminacy
• Bayesian Estimation of DSGE Models
• The Solution of Linear Difference Models under Rational Expectations
• Global identification of linearized DSGE models
• Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
• Bayesian Analysis of DSGE Models
• Convergence Properties of the Likelihood of Computed Dynamic Models
• Identification in Parametric Models

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