Global identification in DSGE models allowing for indeterminacy
From MaRDI portal
Publication:3382402
Recommendations
- Global identification of linearized DSGE models
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- A Monte Carlo procedure for checking identification in DSGE models
- Indeterminacy and fundamental reduced form representations of DSGE models
- Dynamic identification of dynamic stochastic general equilibrium models
Cited in
(13)- Factor-driven two-regime regression
- A solution to the global identification problem in DSGE models
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- Global identification of linearized DSGE models
- Indeterminacy and fundamental reduced form representations of DSGE models
- Projection-based inference with particle swarm optimization
- A Monte Carlo procedure for checking identification in DSGE models
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Analysing DSGE models with global sensitivity analysis
- Inference in dynamic stochastic general equilibrium models with possible weak identification
- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007)
- Indeterminacy, change points and the price puzzle in an estimated DSGE model
- Estimation of continuous-time linear DSGE models from discrete-time measurements
This page was built for publication: Global identification in DSGE models allowing for indeterminacy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3382402)
