Publications

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

PDF Cite Code Online Appendix CQE Working Paper 101 Dynare Working Paper 78

Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé, Ferhat Mihoubi, Willi Mutschler, Johannes Pfeifer, Marco Ratto, Normann Rion, Sébastien Villemot (2022). Dynare: Reference Manual Version 5. Dynare Working Papers 72, revised November 2022.

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Sergey Ivashchenko, Willi Mutschler (2020). The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. Economic Modelling.

Preprint Cite Code DOI SFB823 Discussion Paper 7616 CQE Working Paper 83

Willi Mutschler (2018). Higher-order statistics for DSGE models. Econometrics and Statistics.

PDF Cite Code DOI Online Appendix CQE Working Paper 43 SFB823 Discussion Paper 4816

Willi Mutschler (2016). Local Identification of Nonlinear and Non-Gaussian DSGE Models. PhD Thesis.

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Willi Mutschler (2015). Identification of DSGE models - The effect of higher-order approximation and pruning. Journal of Economic Dynamics and Control.

Preprint Cite Code DOI CQE Working Paper 33

Stéphane Adjemian, Houtan Bastani, Junior Maih, Michel Juillard, Frédéric Karamé, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, Marco Ratto, Sébastien Villemot (2011). Dynare: Reference Manual Version 4. Dynare Working Papers 1, revised March 2021.

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