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Tag: identification
8 items with this tag.
Apr 13, 2026
Adding commercial real estate prices to a joint estimation sharpens monetary policy regime identification
commercial-real-estate
monetary-policy
regime-switching
identification
asset-pricing
Apr 13, 2026
NKPC slope parameter identification is tenuous in DSGE model-based estimation
new-keynesian
phillips-curve
identification
dsge
estimation
Apr 13, 2026
Yield curve information sharpens identification of monetary policy regimes
term-structure
monetary-policy
identification
regime-switching
Apr 13, 2026
Identification under regime switching
identification
regime-switching
term-structure
monetary-policy
Apr 13, 2026
Simulated-Data Recovery: Local PASS / Global FAIL
cre
regime-switching
sim-recovery
identification
bobyqa
mle
Apr 13, 2026
BC-style identification simulation study: CRE cap rates as observation-menu identification device
identification
simulation-study
observation-menu
cap-rates
monetary-policy
regime-switching
fisher-information
Apr 13, 2026
Identification theory for compound (product-of-independent) Markov chains in regime-switching asset pricing
identification
compound-chain
markov-switching
asset-pricing
independence
theory
product-structure
Apr 13, 2026
DSGE Model-Based Estimation of the New Keynesian Phillips Curve
new-keynesian
phillips-curve
dsge
identification
bayesian-estimation
monetary-policy