Weak Identification of Forward-looking Models in Monetary Economics

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Monetary Policy Rules and Macroeconomic Stability: Some New Evidence (2010, methodology): “model’s parameters, see Canova and Sala (2005) and Mavroeidis (2004) .”
Investigating inflation persistence across monetary regimes (2008, background): “As stressed by Mavroeidis (2004), ‘the main sources of weak identi cation in forward-looking models [...] are that: (i) the forcing variables have limited dynamics, and/or (ii) the unpredictable variation in future endogenous variables is large relative to what is predictable based on available…”
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve (2014, background): “Mavroeidis (2004, 2005) provides Journal of Economic Literature, Vol. LII (March 2014)152 analytical and simulation evidence that explains why weak identification is likely to be an issue for NKPC estimation.”
The Properties of Automatic Gets Modelling (2005, unknown): “PcGets can also be used to select the relevant instrumental variables, and check for the problem of weak instruments (compare Hall, Rudebusch and Wilcox, 1996; and see e.g., Staiger and Stock, 1997, and Mavroeidis, 2004).”
Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve (2005, methodology): “Second, because the objective of this study is to expose pathological situations of weak identiﬂcation, and these are more likely to occur when the model has a forward solution (see Mavroeidis 2004).”