Selecting observables

Hi All
Is there a literature on how to choose observables to estimate DSGE models (say, to resolve parameter identification issues) ?
If so, could you give me a few references?

To my knowledge, there is not much. See Remark 7 (Which Observables for Estimation?) in Pfeifer(2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”

Look at this article … 6/abstract

maybe it can help


@federico That is the article (amongst others) cited in the remark as well

Sorry, I didn’t notice.

Thanks Federico and Johannes! Very useful.