Identification in Dynamic Linear Models with Rational Expectations
收藏NBER1982-07-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/t0024
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资源简介:
This paper characterizes identification in dynamic linear models. It shows that identification restrictions are linear in the structural parameters and are therefore easy to use. Using these restrictions, it analyzes the role of exogenous variables in helping to achieve identification.
提供机构:
美国国家经济研究局
创建时间:
1982-07-01



