Identification problems in the solution of linearized DSGE models
AbstractThis 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 computation of a basis for the null space of the Jacobian matrix of the function mapping the parameters with the coefficients in the solution of the model.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 006859.
Date of creation: 28 Mar 2010
Date of revision:
Contact details of provider:
Other versions of this item:
- Jean Pietro Bonaldi, . "Identification problems in the solution of linearized DSGE models," Borradores de Economia 593, Banco de la Republica de Colombia.
- DSG - Microeconomics - - - - -
- mod - - - - - -
- Cla - Mathematical and Quantitative Methods - - - - -
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-11 (All new papers)
- NEP-CBA-2010-04-11 (Central Banking)
- NEP-DGE-2010-04-11 (Dynamic General Equilibrium)
- NEP-ECM-2010-04-11 (Econometrics)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Norma Judith Paternina).
If references are entirely missing, you can add them using this form.