Identification of DSGE models -- the effect of higher-order approximation and pruning

DOI10.1016/J.JEDC.2015.04.007MaRDI QIDQ1657542zbMATH OpenOpenAlexFDO

Authors Willi Mutschler

Publication date 13 August 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2015.04.007

zbMATH Keywords

identificationpruningcumulantshigher-order momentspolyspectraanalytical derivatives

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

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Cited in

(7)

• A solution to the global identification problem in DSGE models
• Global identification of linearized DSGE models
• The asymptotic properties of GMM and indirect inference under second-order identification
• The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
• A Monte Carlo procedure for checking identification in DSGE models
• Identification of DSGE models -- the effect of higher-order approximation and pruning
• A theory of pruning

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