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1. Identifying Economic Shocks in a Rare Disaster Environment. (2024). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo.
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2. Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering. (2023). Piotr, Szczepocki.
   In: Econometrics. Advances in Applied Data Analysis.
   RePEc:vrs:eaiada:v:27:y:2023:i:4:p:44-58:n:4.

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3. Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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4. Computing time-consistent equilibria: A perturbation approach. (2022). Dennis, Richard.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000549.

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5. Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo.
   In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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6. Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo.
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7. Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Piotr, Szczepocki.
   In: Statistics in Transition New Series.
   RePEc:vrs:stintr:v:21:y:2020:i:2:p:173-187:n:8.

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8. Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters. (2020). Noh, Sanha.
   In: Computational Economics.
   RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09944-5.

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9. Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr.
   In: Statistics in Transition New Series.
   RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187.

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10. Is the Taylor principle still valid when rates are low?. (2020). Morris, Stephen D.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304690.

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11. Modeling R 0 for Pathogens with Environmental Transmission: Animal Movements, Pathogen Populations, and Local Infectious Zones. (2019). Getz, Wayne M ; Ryan, Sadie J ; Holt, Robert D ; Kamath, Pauline ; Stenseth, Nils Chr ; Kausrud, Kyrre ; Ponciano, Jose Miguel ; Blackburn, Jason K ; Ganz, Holly H ; Cizauskas, Carrie ; Turner, Wendy C.
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12. Shift in Potential Malaria Transmission Areas in India, Using the Fuzzy-Based Climate Suitability Malaria Transmission (FCSMT) Model under Changing Climatic Conditions. (2019). Gangare, Vinay ; Sarkar, Soma ; Dhiman, Ramesh C ; Singh, Poonam.
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13. Dynamical behaviors of a stochastic malaria model: A case study for Yunnan, China. (2019). Teng, Zhidong ; Feng, Xiaomei ; Wang, Lei ; Ji, Chunyan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:521:y:2019:i:c:p:435-454.

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14. Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201807.

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15. Dynamic response of airborne infections to climate change: predictions for varicella. (2018). Baker, Rachel E ; Jessica, C ; Mahmud, Ayesha S.
    In: Climatic Change.
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16. Accounting for non-stationarity in epidemiology by embedding time-varying parameters in stochastic models. (2018). Champagne, Clara ; Cazelles, Bernard ; Dureau, Joseph.
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    RePEc:plo:pcbi00:1006211.

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17. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis.
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18. An auxiliary particle filter for nonlinear dynamic equilibrium models. (2016). Yang, Yuan ; Wang, LU.
    In: Economics Letters.
    RePEc:eee:ecolet:v:144:y:2016:i:c:p:112-114.

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19. Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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20. Estimation of ergodic agent-based models by simulated minimum distance. (2015). Richiardi, Matteo ; Grazzini, Jakob.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:148-165.

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21. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. (2015). Sun, Libo ; Hoeting, Jennifer A. ; Lee, Chihoon.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:84:y:2015:i:c:p:54-67.

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22. An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models. (2015). Yang, Yuan ; Wang, LU.
    In: Dynare Working Papers.
    RePEc:cpm:dynare:047.

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23. Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance. (2014). Richiardi, Matteo ; Grazzini, Jakob.
    In: Economics Papers.
    RePEc:nuf:econwp:1407.

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24. DSGE Model Estimation on the Basis of Second-Order Approximation. (2014). Ivashchenko, Sergey.
    In: Computational Economics.
    RePEc:kap:compec:v:43:y:2014:i:1:p:71-82.

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25. On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:91:y:2014:i:c:p:20-26.

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26. Bayesian inference for nonlinear structural time series models. (2014). Kohn, Robert ; Pitt, Michael K. ; Hall, Jamie .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:2:p:99-111.

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27. Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:3314.

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28. Improving the Modeling of Disease Data from the Government Surveillance System: A Case Study on Malaria in the Brazilian Amazon. (2013). Clark, James ; Valle, Denis.
    In: PLOS Computational Biology.
    RePEc:plo:pcbi00:1003312.

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29. On idiosyncratic stochasticity of financial leverage effects. (2013). Carles Bret'o, .
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    RePEc:arx:papers:1312.5496.

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