Publications

Sergey Ivashchenko, Willi Mutschler (2019). The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. Economic Modelling.

Code DOI Preprint SFB823 Discussion Paper 7616 CQE Working Paper 83

Willi Mutschler (2018). Higher-order statistics for DSGE models. Econometrics and Statistics.

Code DOI PDF (Open Access) Online Appendix CQE Working Paper 43 SFB823 Discussion Paper 4816

Willi Mutschler (2016). Local Identification of Nonlinear and Non-Gaussian DSGE Models. PhD Thesis.

PDF (Open Access)

Willi Mutschler (2015). Identification of DSGE models - The effect of higher-order approximation and pruning. Journal of Economic Dynamics and Control.

Code DOI Preprint CQE Working Paper 33

Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé, Junior Maih, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, Marco Ratto, Sébastien Villemot (2011). Dynare: Reference Manual, Version 4. Dynare Working Papers.

Code Dynare Working Paper 1