Dynamic Identification of Dynamic Stochastic General Equilibrium Models

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Macroeconomic Shocks and Their Propagation (2016, background): “Work by Canova and Sala (2009), Komunjer and Ng (2011), and others highlights some of the potential problems with identification in DSGE models.”
Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (2012, methodology): “Komunjer and Ng (2011) documented that an inherent difficulty in the identification analysis is that the reduced form parameters (i.e., the ones appearing directly in the solution of the model) are in general not identifiable, thus the traditional approach of identifying structural parameters from…”
Bayesian inference on structural impulse response functions (2019, background): “Indeed, if the shocks are known to be non-Gaussian, then higher-order cumulants of the data have identifying power, and invertibility may be testable (Lanne and Saikkonen (2013), Gospodinov and Ng (2015)).”
Improving GDP Measurement: A Measurement-Error Perspective (2013, unknown): “According to Proposition 1-NS in Komunjer and Ng (2011), two vectors θ and θ1 are observationally equivalent if and only if there exists a scalar γ 6= 0 such that A(θ1) = γA(θ)γ −1 (A.12) K(θ1) = γK(θ) (A.13) C(θ1) = C(θ)γ −1 (A.14) Σa(θ1) = Σa(θ).”