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Dynamic Identification of Dynamic Stochastic General Equilibrium Models
16 references·16 citing·42 second hopsampled
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References

  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2001A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily535 cited
  • 1995A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily506 cited
  • 2007ABCs (and Ds) of Understanding VARs480 cited
  • 1950Statistical Inference in Dynamic Economic Models454 cited
  • 1985A linear algebraic procedure for solving linear perfect foresight models362 cited
  • 1994VAR analysis, nonfundamental representations, blaschke matrices201 cited
  • 1971The Identification Problem for Multiple Equation Systems with Moving Average Errors184 cited
  • 1975On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances69 cited
  • 2012Methods versus substance: Measuring the effects of technology shocks

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64 cited
  • 2009On the statistical identification of DSGE models55 cited
  • Cited by

    • 2014CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS52 cited
    • 2019Testing DSGE Models by Indirect Inference: a Survey of Recent Findings44 cited
    • 2016How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-Optimizations37 cited
    • 2013The Relationship Between DSGE and VAR Models35 cited
    • 2022Strategic Interactions in U.S. Monetary and Fiscal Policies34 cited
    • 2020Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility34 cited
    • 2013Improving GDP Measurement: A Measurement-Error Perspective34 cited
    • 2013Factor-Augmented VARMA Models With Macroeconomic Applications31 cited
    • 2011Maximum Likelihood Inference in Weakly Identified DSGE Models31 cited
    • 2014Minimum Distance Estimation of Possibly Noninvertible Moving Average Models29 cited
    • 2014Inference in dynamic stochastic general equilibrium models with possible weak identification28 cited
    • 2017How Optimal is US Monetary Policy?28 cited
    • 2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test27 cited
    • 2019Identifying the sources of model misspecification26 cited
    • 2012Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models24 cited
    • 2016Global Identification in DSGE Models Allowing for Indeterminacy23 cited