Indeterminacy and fundamental reduced form representations of DSGE models

DOI10.1111/MECA.12198MaRDI QIDQ4618052zbMATH OpenOpenAlexFDO

Authors Marco M. Sorge

Publication date 7 February 2019

Published in Metroeconomica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/meca.12198

zbMATH Keywords

indeterminacydynamic stochastic general equilibriumNew Keynesian framework

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

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(6)

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• Global identification in DSGE models allowing for indeterminacy
• The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
• A check for finite order VAR representations of DSGE models
• Semi-global solutions to DSGE models: perturbation around a deterministic path
• Indeterminacy, change points and the price puzzle in an estimated DSGE model

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