Publications

(2022). Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. CQE Working Paper 101, Dynare Working Papers 78.

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(2022). Dynare: Reference Manual Version 5. Dynare Working Papers 72, revised November 2022.

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(2011). Dynare: Reference Manual Version 4. Dynare Working Papers 1, revised March 2021.

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