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Identification problems in the solution of linearized DSGE models

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  • Jean Pietro Bonaldi

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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 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.

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File URL: http://www.banrep.gov.co/docum/ftp/borra593.pdf
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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 006859.

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Length: 9
Date of creation: 28 Mar 2010
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Handle: RePEc:col:000094:006859

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Keywords: Parameter identification; DSGE models;

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Cited by:
  1. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT.

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