| dc.contributor.author | CANOVA, Fabio | |
| dc.contributor.author | FERRONI, Filippo | |
| dc.contributor.author | MATTHES, Christian | |
| dc.date.accessioned | 2015-01-22T14:05:40Z | |
| dc.date.available | 2015-01-22T14:05:40Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | Journal of Applied Econometrics, 2014, Vol. 29, No. 7, pp. 1099-1117 | en |
| dc.identifier.issn | 0883-7252 | |
| dc.identifier.issn | 1099-1255 | |
| dc.identifier.uri | https://hdl.handle.net/1814/34309 | |
| dc.description | Article first published online on September 23, 2014 | en |
| dc.description.abstract | We propose two methods to choose the variables to be used in the estimation of the structural parameters of a singular DSGE model. The first selects the vector of observables that optimizes parameter identification; the second selects the vector that minimizes the informational discrepancy between the singular and non-singular model. An application to a standard model is discussed and the estimation properties of different setups compared. Practical suggestions for applied researchers are provided. | en |
| dc.language.iso | en | en |
| dc.relation.ispartof | Journal of Applied Econometrics | en |
| dc.relation.isversionof | http://hdl.handle.net/1814/29201 | |
| dc.title | Choosing the variables to estimate singular DSGE models | en |
| dc.type | Article | en |
| dc.identifier.doi | 10.1002/jae.2414 | |
| dc.identifier.volume | 29 | en |
| dc.identifier.startpage | 1099 | en |
| dc.identifier.endpage | 1117 | en |
| eui.subscribe.skip | true | |
| dc.identifier.issue | 7 | |