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Evaluating the information matrix in linearized DSGE models

Nikolay Iskrev ()

Economics Letters, 2008, vol. 99, issue 3, 607-610

Abstract: In this note we show how the stochastic general equilibrium (DSGE) models can be evaluated analytically. The result is useful for the estimation and identification analysis of such models.

Date: 2008
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Handle: RePEc:eee:ecolet:v:99:y:2008:i:3:p:607-610