Global identification in DSGE models allowing for indeterminacy
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Publication:3382402
DOI10.1093/RESTUD/RDW048zbMATH Open1471.91275OpenAlexW2521002823MaRDI QIDQ3382402FDOQ3382402
Authors: Zhongjun Qu, Denis Tkachenko 
Publication date: 21 September 2021
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: http://people.bu.edu/qu/dsge4/DSGE-0513.pdf
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spectral densitymultiple equilibriafrequency domaindynamic stochastic general equilibrium modelsglobal identification
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
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- A Monte Carlo procedure for checking identification in DSGE models
- Inference in dynamic stochastic general equilibrium models with possible weak identification
- Analysing DSGE models with global sensitivity analysis
- 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
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