Identification analysis of DSGE model parameters

What you will learn

In these tutorials and videos I will present the theory of parameter identification in linear and non-linear DSGE models using several examples and Dynare’s identification toolbox.

Material

• Identification toolbox (Dynare summer school 2021)

  Recordings, lecture notes and problem set used in the session on identification at the “Dynare summer school 2021”.

• Identification toolbox (Course on Identification and Global Sensitivity Analysis 2020)

  Lecture notes and problem set used in the session on identification at the “Course on Identification and Global Sensitivity Analysis 2020” in Ispra, Italy.