Can you announce that you are a character not in play in Mascarade
ErroneousPlanet has the correct answer, and all of their points are right on. I did find a copy of the rulebook online and scanned it. Below is what I saw.

While the rulebook doesn't explicitly say that you must declare you are a character that is in your instance of the game, it does say at the top of page 7 (emphasis mine) "it is possible to use the power of any character in the game without being that character, even without knowing who you are." I would take this phrasing to mean the instance of the game you are presently playing, not the board game as a whole, so you cannot claim to be a character that is not currently in play.