In this Paper we study identification in dynamic factor models and argue that factor models are better suited than VARs … be small, so that only a few restrictions are needed to reach identification. Economic interpretation is then easier. On …

estimate this model it is necessary to impose strong identification restrictions. Estimation results show that education is the …

that the parameters of this VAR are unstable. However, using our proposed identification method we are able to attribute …

We study identification in a class of linear rational expectations models. For any given exactly identified model, we …

practice has required an act of faith in the empirical plausibility of the delay restriction used for identification. An … identification. …

We investigate identification issues in DSGE models and their consequences for parameter estimation and model … equivalence, partial and weak identification problems are widespread and typically produced by an ill-behaved mapping between the … structural parameters and the coefficients of the solution. Different objective functions affect identification and small samples …