This paper considers inference and model diagnostics for log-linearized DSGE models allow- ing an unknown subset of parameters to be weakly (including un-) identified. The framework allows for latent state variables, measurement errors and also permits analysis using only part of the spectrum,...

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly (including un-) identified parameters. The framework allows for analysis using only part of the spectrum, say at the business cycle frequencies. First, we characterize weak...

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly (including un-) identified parameters. The framework allows for analysis using only part of the spectrum, say at the business cycle frequencies. First, we characterize weak...