Identification and Frequency Domain QML Estimation of Linearized DSGE Models
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2014.
"Choosing The Variables To Estimate Singular Dsge Models,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
- Canova, F. & Ferroni, F. & Matthes, C., 2013. "Choosing the variables to estimate singular DSGE models," Working papers 461, Banque de France.
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- repec:fip:feddgm:00013 is not listed on IDEAS
- repec:fip:feddar:y:2011:p:2-12 is not listed on IDEAS
- Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
- Zhongjun Qu & Denis Tkachenko, 2011. "Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)," Boston University - Department of Economics - Working Papers Series WP2011-060, Boston University - Department of Economics.
More about this item
KeywordsInfinite dimensional mapping; Local identification; MCMC; Non-identification curve; Rank condition; Spectral domain;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
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