Global identification of linearized DSGE models
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Cites work
- A linear algebraic procedure for solving linear perfect foresight models
- Bayesian Analysis of DSGE Models
- Bayesian estimation of DSGE models
- Computing sunspot equilibria in linear rational expectations models
- Convergence Properties of the Likelihood of Computed Dynamic Models
- Dynamic identification of dynamic stochastic general equilibrium models
- Functional equivalence between intertemporal and multisectoral investment adjustment costs
- Global identification in DSGE models allowing for indeterminacy
- Global identification of linearized DSGE models
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- Identification in Parametric Models
- Solving linear rational expectations models
- Solving linear rational expectations models: A horse race
- System reduction and solution algorithms for singular linear difference systems under rational expectations
- The Solution of Linear Difference Models under Rational Expectations
- Using the generalized Schur form to solve a multivariate linear rational expectations model
Cited in
(11)- A Monte Carlo procedure for checking identification in DSGE models
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- Global identification in DSGE models allowing for indeterminacy
- Global identification of linearized DSGE models
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- A solution to the global identification problem in DSGE models
- Estimation of continuous-time linear DSGE models from discrete-time measurements
- The spectral approach to linear rational expectations models
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
- Global identification of the dynamic shock-error model
- Analysing DSGE models with global sensitivity analysis
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