Bušs, G.,  P. Grüning and O. Tkačevs
Choosing the European Fiscal Rule
Working papers 2021/03, Latvijas Banka

Online Appendix gives the full set of model equations

Bušs, G. and P. Grüning 

Fiscal DSGE model for Latvia
Baltic Journal of Economics, 23:1 (open access)
DOI: 10.1080/1406099X.2023.2173915
Online Appendix
Working paper versions:
Fiscal DSGE model for Latvia
Working papers 2020/05, Latvijas Banka 
also as
Fiscal DSGE model for Latvia 
Bank of Lithuania Working Paper Series 81, Bank of Lithuania 
Online Appendix gives the full set of model equations

Banbura, M. et al.
Business investment in EU countries
Occasional Paper Series No 215/October 2018, European Central Bank

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

Bušs, G.
Wage formation, unemployment and business cycle in Latvia
Working Papers 2017/01, Latvijas Banka
LaTeX version here

Ciccarelli, M. and C. Osbat (eds.)
Low inflation in the euro area: causes and consequences
Occasional Paper Series No 181/January 2017, European Central Bank  

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

Bušs, G.
Search-and-matching frictions and labor market dynamics in Latvia
Working Papers 2015/04, Latvijas Banka
Matlab/Dynare replication codes (link to 7z archive at Latvijas Banka web site)

Bušs, G.
Financial frictions in Latvia
Empirical Economics, Vol. 51(2), pp. 547-575, September 2016
This version: February 23, 2015
Online Appendix
Matlab/Dynare replication codes (link to 7z archive at Latvijas Banka web site)

Bušs, G.
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)

Bušs, G.
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)

Bušs, G.
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
Bušs, G.
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)

Create your website or online store with Mozello

Quickly, easily, without programming.

Report abuse Learn more