Identification problems in the solution of linearized DSGE models

Jean Bonaldi ()

Borradores de Economia from Banco de la Republica de Colombia

Abstract: This article analyzes identification problems that may arise while linearizing and solving DSGE models. A criterion is proposed to determine whether or not a set of parameters is partially identifiable, in the sense of Canova and Sala (2009), based on the computation of a basis for the null space of the Jacobian matrix of the function mapping the parameters with the coefficients in the solution of the model.

Keywords: Parameter identification; DSGE models (search for similar items in EconPapers)
JEL-codes: C13 C51 C52 E32 (search for similar items in EconPapers)
Date: 2010-03
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https://doi.org/10.32468/be.593 (application/pdf)

Related works:
Working Paper: Identification problems in the solution of linearized DSGE models (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:bdr:borrec:593

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