This is a comment to the article “Choosing the variables to estimate singular DSGE models,” by F. Canova, F. Ferroni, and C. Matthes published in the Journal of Applied Econometrics, 29, 1099–1117.

The file in code is a slightly edited version of a file with the same name included in the replication files accompanying Canova et al. Running it will check for identification of the parameters listed between lines 174 and 203 given a subset of variables specified in line 206. This is not the code I used in writing the comment but the conclusion seems to be the same although I didn't check all possible combinations.