| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP7243 |
| DP7243 Property Rights and Economic Development | |
| Tim Besley; Maitreesh Ghatak | |
| 发表日期 | 2009-03-29 |
| 出版年 | 2009 |
| 语种 | 英语 |
| 摘要 | We investigate identification issues in DSGE models and their consequences for parameter estimation and model evaluation when the objective function measures the distance between estimated and model-based impulse responses. Observational equivalence, partial and weak identification problems are widespread and typically produced by an ill-behaved mapping between the structural parameters and the coefficients of the solution. Different objective functions affect identification and small samples interact with parameters identification. Diagnostics to detect identification deficiencies are provided and applied to a widely used model. |
| 主题 | International Macroeconomics |
| 关键词 | Dsge models Identification Impulse responses Small samples. |
| URL | https://cepr.org/publications/dp7243 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/536080 |
| 推荐引用方式 GB/T 7714 | Tim Besley,Maitreesh Ghatak. DP7243 Property Rights and Economic Development. 2009. |
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