Identification problems in the solution of linearized DSGE models
Borradores de Economía; No. 593
Date published
2010-03-18Date of last update
2010-03-18Document language
spaMetadata
Show full item recordLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
This article analyzes identification problems that may arise while linearizing and solving DSGE models. A criterion is proposed to determine whether or not a set of parameters is partially identifiable, in the sense of Canova and Sala (2009), based on the
JEL Codes
Keywords
URI
http://repositorio.banrep.gov.co/handle/20.500.12134/5610http://hdl.handle.net/20.500.12134/5610
http://doi.org/10.32468/be.593
https://ideas.repec.org/p/bdr/borrec/593.html
https://ideas.repec.org/p/col/000094/006859.html
Collections
- Borradores de Economía [1093]
This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit