Kocięcki, Andrzej; Kolasa, Marcin - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1243-1263
This paper introduces a computational framework to analyze global identification of linearized DSGE models. A formal identification condition is established that relies on the restrictions linking the observationally equivalent state space representations and on the inherent constraints imposed...