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Robust identification conditions for determinate and indeterminate linear rational expectations models
Fanelli, Luca - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2011
It is known that the identifiability of the structural parameters of the class of Linear(ized) Rational Expectations (LRE) models currently used in monetary policy and business cycle analysis may change dramatically across different regions of the theoretically admissible parameter space. This...
Persistent link: https://www.econbiz.de/10011228050
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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2010
a proper set of identification restrictions, determinacy is investigated by a misspecification-type approach in which …
Persistent link: https://www.econbiz.de/10011228065
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Robust identification conditions for determinate and indeterminate linear rational expectations models
Fanelli, Luca - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2011
It is known that the identifiability of the structural parameters of the class of Linear(ized) Rational Expectations (LRE) models currently used in monetary policy and business cycle analysis may change dramatically across different regions of the theoretically admissible parameter space. This...
Persistent link: https://www.econbiz.de/10008862672
Cover Image
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2010
a proper set of identification restrictions, determinacy is investigated by a misspecification-type approach in which …
Persistent link: https://www.econbiz.de/10008763400