Real and financial cycles in EU countries: Stylised facts and modelling implications
Occasional Paper Series No 205/January 2018, European Central Bank

Wage formation, unemployment and business cycle in Latvia

Working Papers 2017/01, Latvijas Banka
LaTeX version here 

Labour market modelling in the light of the financial crisis
Occasional Paper Series No 175/August 2016, European Central Bank

Search-and-matching frictions and labor market dynamics in Latvia
Working Papers 2015/04, Latvijas Banka
Matlab/Dynare code (zip-file)

Financial frictions in Latvia
Empirical Economics, Vol. 51(2), pp. 547-575, September 2016
This version: February 23, 2015
Online Appendix
Matlab/Dynare code (zip-file)

Real-time signal extraction with regularized multivariate direct filter approach
Journal of Forecasting, Vol. 35(3), pp. 206-216, April 2016
This version: April 8, 2014
Older extended version
Matlab code (zip-file)

Tracking economic activity in the euro area: Multivariate direct filter approach
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(2), pp. 1-20.
This version: October 10, 2013
Matlab code (zip-file)

Asymmetric Baxter-King filter
Appeared as "Preliminary results on asymmetric Baxter-King filter" in Aplimat: Journal of Applied Mathematics, vol. 4 (2011), number 3, pp. 239-248
This version:  January 17, 2011
Matlab code
Seasonal decomposition with a modified Hodrick-Prescott filter
This version: July 28, 2010
MPRA Paper 24133, University Library of Munich, Germany
Matlab code (zip file)