1 option
Identification in Dynamic Linear Models with Rational Expectations / Olivier J. Blanchard.
- Format:
- Book
- Author/Creator:
- Blanchard, Olivier J.
- Series:
- Technical Working Paper Series (National Bureau of Economic Research) no. t0024.
- NBER technical working paper series no. t0024
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1982.
- Summary:
- 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.
- Notes:
- Print version record
- July 1982.
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