| dc.contributor.author | CANOVA, Fabio | |
| dc.contributor.author | FERRONI, Filippo | |
| dc.contributor.author | MATTHES, Christian | |
| dc.date.accessioned | 2014-01-10T13:36:57Z | |
| dc.date.available | 2014-01-10T13:36:57Z | |
| dc.date.issued | 2013 | |
| dc.identifier.uri | https://hdl.handle.net/1814/29201 | |
| 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 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.ispartofseries | CEPR Discussion Paper | en |
| dc.relation.ispartofseries | 2013/9381 | en |
| dc.relation.hasversion | http://hdl.handle.net/1814/34309 | |
| dc.relation.uri | http://www.cepr.org/pubs/dps/DP9381 | en |
| dc.rights | info:eu-repo/semantics/openAccess | en |
| dc.title | Choosing the variables to estimate singular DSGE models | en |
| dc.type | Working Paper | en |