Evaluating the information matrix in linearized DSGE models
In this note we show how the stochastic general equilibrium (DSGE) models can be evaluated analytically. The result is useful for the estimation and identification analysis of such models.
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- Fabio Canova & Luca Sala, 2007.
"Back to square one: identification issues in DSGE models,"
0715, Banco de España;Working Papers Homepage.
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- Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
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