A solution to the global identification problem in DSGE models
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- Semi-global solutions to DSGE models: perturbation around a deterministic path
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- Solvability of perturbation solutions in DSGE models
- Dynamic identification of dynamic stochastic general equilibrium models
Cites work
- An algorithm for finding globally identifiable parameter combinations of nonlinear ODE models using Gröbner bases
- Bayesian Analysis of DSGE Models
- Bayesian estimation of DSGE models
- Competitive equilibria in semi-algebraic economies
- Computing all identifiable functions of parameters for ODE models
- Computing sunspot equilibria in linear rational expectations models
- DSGE pileups
- Dynamic identification of dynamic stochastic general equilibrium models
- Finding all Nash equilibria of a finite game using polynomial algebra
- Global approaches to identifiability testing for linear and nonlinear state space models
- Global identifiability of differential models
- Global identifiability of latent class models with applications to diagnostic test accuracy studies: A Gröbner basis approach
- Global identification in DSGE models allowing for indeterminacy
- Global identification of linearized DSGE models
- Handbook of computational economics. Vol. 3
- scientific article; zbMATH DE number 1263403 (Why is no real title available?)
- scientific article; zbMATH DE number 926766 (Why is no real title available?)
- scientific article; zbMATH DE number 3050102 (Why is no real title available?)
- Ideals, Varieties, and Algorithms
- Identifiability of nonaccessible nonlinear systems
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- Identification in Parametric Models
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Linear Stochastic Systems
- Misclassification of the dependent variable in a discrete-response setting
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
- On decomposing systems of polynomial equations with finitely many solutions
- On global identifiability for arbitrary model parametrizations
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- Solving and estimating indeterminate DSGE models
- Solving zero-dimensional algebraic systems
- Structural vector autoregressions: theory of identification and algorithms for inference
- Subspace methods for system identification.
- Tackling multiplicity of equilibria with Gröbner bases
- The linear systems approach to linear rational expectations models
- Using Algebraic Geometry
Cited in
(5)- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Global identification of linearized DSGE models
- Estimation of continuous-time linear DSGE models from discrete-time measurements
- On the identification problem in testing the dynamic specification of factor-demand equations
- The spectral approach to linear rational expectations models
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