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Poor Man's Invertibility Condition
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Poor Man's Invertibility Condition
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Check if the DSGE model can be rewritten as an infinite order VAR model. This is tested by looking at what Fernández-Villaverde, Rubio-Ramírez, Sargent and Watson (2007) calls the poor man's invertibility condition.
Additional Information
| • | A more detailed description about the poor man's invertibility condition can also be found in Section 11.10 of the YADA Manual. |
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