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):Economic Fluctuations and Growth

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.

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Document Object Identifier (DOI): 10.3386/t0024

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