Dynamic identification of dynamic stochastic general equilibrium models

Econometrica

Volumn 79, Issue 6, 2011, Pages 1995-2032

  Komunjer, Ivana ^a   Ng, Serena ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Measurement errors; Similarity transform; Spectral factorization; Stochastic singularity; Structural identification

Indexed keywords

EID: 82155166113     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA8916     Document Type: Note

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