Mohammad Taremi
Department of Mathematical Science and Computer, Faculty of Economics, Allameh Tabataba’i University
[ 1 ] - Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions
In this paper, we study the identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, in order to make the number of observable variables is equal to the number of exogenous variables. We derive a set of identifiability conditions and suggest a procedure for a thorough analysis of identification at each point in the parameters s…
Co-Authors