Title: European Community project MONFISPOL (grant agreement SSH-CT-2009-225149) : Deliverable 3.1.2 Algorithms for identification analysis under the DYNARE environment: final version of software
Authors: RATTO MarcoISKREV Nikolai
Publisher: Publications Office of the European Union
Publication Year: 2011
JRC N°: JRC67624
ISBN: 978-92-79-22035-7
ISSN: 1831-9424
Other Identifiers: EUR 25032 EN
OPOCE LB-NA-25032-EN-N
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC67624
DOI: 10.2788/97652
Type: EUR - Scientific and Technical Research Reports
Abstract: In this report we document in detail the Identification package developed for the DYNARE environment. The package implements methodologies and collects developed algorithms to assess identification of DSGE models in the entire prior space of model deep parameters, by combining `classical' local identification methodologies and global tools for model analysis, like global sensitivity analysis.
JRC Institute:Institute for the Protection and Security of the Citizen

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