From 28b92d79677fb8c52546d88c83066f856624c799 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 7 May 2025 16:34:59 +0200
Subject: [PATCH] Manual: add reference to stochastic extended path paper
[skip ci]
---
doc/manual/source/bibliography.rst | 1 +
doc/manual/source/the-model-file.rst | 3 ++-
2 files changed, 3 insertions(+), 1 deletion(-)
diff --git a/doc/manual/source/bibliography.rst b/doc/manual/source/bibliography.rst
index b9aa1fb775..6a49642bee 100644
--- a/doc/manual/source/bibliography.rst
+++ b/doc/manual/source/bibliography.rst
@@ -6,6 +6,7 @@ Bibliography
* Abramowitz, Milton and Irene A. Stegun (1964): “Handbook of Mathematical Functions”, Courier Dover Publications.
* Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): “Towards a monetary policy evaluation framework”, *European Central Bank Working Paper*, 942.
+* Adjemian, Stéphane and Michel Juillard (2025): “Stochastic Extended Path”, *Dynare Working Papers*, 84, CEPREMAP.
* Aguiar, Mark and Gopinath, Gita (2004): “Emerging Market Business Cycles: The Cycle is the Trend,” *NBER* Working Paper, 10734.
* Amisano, Gianni and Tristani, Oreste (2010): “Euro area inflation persistence in an estimated nonlinear DSGE model”, *Journal of Economic Dynamics and Control*, 34(10), 1837–1858.
* Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2018): “The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,” *Review of Economic Studies*, 85(1), 1-49.
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 86c0533844..d65c88d040 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -5478,7 +5478,8 @@ which is described below.
If order is greater than ``0`` Dynare uses a gaussian
quadrature to take into account the effects of future
- uncertainty. If ``order`` :math:`=S` then the time series for
+ uncertainty; this is called *stochastic* extended path, see *Adjemian
+ and Juillard (2025)*. If ``order`` :math:`=S` then the time series for
the endogenous variables are generated by assuming that the
agents believe that there will no more shocks after period
:math:`t+S`. This is an experimental feature and can be quite
--
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