Identification in Dynamic Linear Models with Rational Expectations

Olivier Blanchard

No 24, NBER Technical Working Papers from National Bureau of Economic Research, Inc

Abstract: This paper characterizes identification in dynamic linear models. It shows that identification restrictions are linear in the structural parameters and are therefore easy to use. Using these restrictions, it analyzes the role of exogenous variables in helping to achieve identification.

Date: 1982-07
Note: EFG
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