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
http://dx.doi.org/10.1007/s00181-015-1014-z
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
http://dx.doi.org/10.1002/for.2352
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.
http://dx.doi.org/10.1787/jbcma-2014-5js0bcts1433
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

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