Identification problems in the solution of linearized DSGE models

Jean Bonaldi ()

BORRADORES DE ECONOMIA from BANCO DE LA REPÚBLICA

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)
Pages: 9
Date: 2010-03-28
New Economics Papers: this item is included in nep-cba, nep-dge and nep-ecm
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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:col:000094:006859

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