NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Identification in Dynamic Linear Models with Rational Expectations

Olivier J. Blanchard

NBER Technical Working Paper No. 24
Issued in July 1982
NBER Program(s):   EFG

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.

download in pdf format
   (911 K)

email paper

This paper is available as PDF (911 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/t0024

Users who downloaded this paper also downloaded these:
Blanchard t0028 Methods of Solution and Simulation for Dynamic Rational Expectations Models
Blanchard and Watson w0945 Bubbles, Rational Expectations and Financial Markets
 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us