1 research outputs found
European Community project MONFISPOL (grant agreement SSH-CT-2009-225149) : Deliverable 3.1.2 Algorithms for identification analysis under the DYNARE environment: final version of software
In this report we document in detail the Identification package developed for the DYNARE environment. The package implements methodologies and collects developed algorithms to assess identification of DSGE models in the entire prior space of model deep parameters, by combining `classical' local identification methodologies and global tools for model analysis, like global sensitivity analysis.JRC.G.3-Econometrics and applied statistic