Evaluating the information matrix in linearized DSGE models
JOURNAL
YEAR
Sep 21, 2008
TYPE
Articles in journals
AUTHORS
Iskrev, N.
VOL Nº
99
PAGES
3
ABSTRACT
In this note we show how the Information matrix of linearized dynamic stochastic general equilibrium (DSGE) models can be evaluated analytically. The result is useful for the estimation and identification analysis of such models.
JEL CLASS
KEYWORDS
Information matrix,DSGE models,Hessian,
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