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A Note on the Identification of Dynamic Economic Models with Generalized Shock Processes

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  • Claire A. Reicher

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  • Claire A. Reicher, 2016. "A Note on the Identification of Dynamic Economic Models with Generalized Shock Processes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(3), pages 412-423, June.
  • Handle: RePEc:bla:obuest:v:78:y:2016:i:3:p:412-423
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    File URL: http://hdl.handle.net/10.1111/obes.12115
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    9. Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
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    17. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
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