Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions

Mohammad Taremi, Farzad Esksndari and Mohammad Bameni Moghadam
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Mohammad Taremi: Department of Mathematical Science and Computer, Faculty of Economics, Allameh Tabataba’i University
Farzad Esksndari: Department of Mathematical Science and Computer, Faculty of Economics, Allameh Tabataba’i University
Mohammad Bameni Moghadam: Department of Mathematical Science and Computer, Faculty of Economics, Allameh Tabataba’i University

Journal of Money and Economy, 2016, vol. 11, issue 3, 225-243

Abstract: In this paper, we study the identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, in order to make the number of observable variables is equal to the number of exogenous variables. We derive a set of identifiability conditions and suggest a procedure for a thorough analysis

Keywords: DSGE Model; Identifiability; Monte Carlo Simulation (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:11:y:2016:i:3:p:225-243

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