The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models
Year of publication: |
2020
|
---|---|
Authors: | Ivashchenko, Sergey ; Mutschler, Willi |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 280-292
|
Subject: | DSGE models | Local identification | Weak identification | Investment adjustment costs | Output-gap | Observables | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | VAR-Modell | VAR model | Anpassungskosten | Adjustment costs | Schätztheorie | Estimation theory |
-
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A., (2016)
-
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A., (2017)
-
Monetary policy shocks : we got news!
Gomes, Sandra, (2017)
- More ...
-
A note on functional equivalence between intertemporal and multisectoral investment adjustment costs
Ivashchenko, Sergey, (2016)
-
Identification of DSGE models : a comparison of methods and the effect of second order approximation
Mutschler, Willi, (2014)
-
Federle, Jonathan, (2024)
- More ...