May be of interest to you.

Best

Michel

-------- Original Message --------

Subject:	Identification of Bayesian DSGE models
Date:	Wed, 23 Mar 2011 18:01:33 +0000
From:	Ron Smith <r.smith@econ.bbk.ac.uk>
To:	<michel.juillard@ens.fr>

Dear Prof Juillard

You may be interested in the attached paper with Hashem Pesaran and Gary Koop. It considers how prior and posterior differ for unidentified parameters and suggests a fairly easy way to check local identification by simulating the model on different sized samples.

Best wishes

Ron Smith

 

 

 

Prof Ron P Smith,
Economics,
Birkbeck College,
Malet Street,
London WC1E 7HX
Tel 44 (0)20 7631 6413
Fax                        6416

Home page:  http://www.ems.bbk.ac.uk/faculty/smith/index_html

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