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A Geometric Approach to Weakly Identified Econometric Models
16 references·0 citing·43 second hop
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References

  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 1990Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations978 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2004Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak413 cited
  • 1985A linear algebraic procedure for solving linear perfect foresight models362 cited
  • 2005Testing Parameters in GMM Without Assuming that They Are Identified361 cited
  • 2010Local identification in DSGE models308 cited
  • 1998The Solution of Singular Linear Difference Systems under Rational Expectations273 cited
  • 2008Identifying the new Keynesian Phillips curve202 cited
  • 2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve195 cited
  • 2006Methods to estimate dynamic stochastic general equilibrium models

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186 cited
  • 2005Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve185 cited
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