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.
RATTO Marco;
ISKREV Nikolai;
2011-12-07
Publications Office of the European Union
JRC67624
978-92-79-22035-7,
1831-9424,
EUR 25032 EN,
OP LB-NA-25032-EN-N,
https://publications.jrc.ec.europa.eu/repository/handle/JRC67624,
10.2788/97652,
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