Verified Commit 21331f52 authored by Houtan Bastani's avatar Houtan Bastani
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add bibliography

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......@@ -9,7 +9,7 @@ Dynare is a software platform for handling a wide class of economic models, in p
Dynare offers a user-friendly and intuitive way of describing these models. It is able to perform simulations of the model given a calibration of the model parameters and is also able to estimate these parameters given a dataset. In practice, the user will write a text file containing the list of model variables, the dynamic equations linking these variables together, the computing tasks to be performed and the desired graphical or numerical outputs.
A large panel of applied mathematics and computer science techniques are internally employed by Dynare: multivariate nonlinear solving and optimization, matrix factorizations, local functional approximation, Kalman filters and smoothers, MCMC techniques for Bayesian estimation, graph algorithms, optimal control, etc. References to the literature can be found here.
A large panel of applied mathematics and computer science techniques are internally employed by Dynare: multivariate nonlinear solving and optimization, matrix factorizations, local functional approximation, Kalman filters and smoothers, MCMC techniques for Bayesian estimation, graph algorithms, optimal control, etc. References to the literature can be found [here](/bibliography).
Various public bodies (central banks, ministries of economy and finance, international organisations) and some private financial institutions use Dynare for performing policy analysis exercises and as a support tool for forecasting exercises. In the academic world, Dynare is used for research and teaching purposes in postgraduate macroeconomics courses.
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title: Bibliography
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- Abramowitz, Milton and Irene A. Stegun (1964): "Handbook of Mathematical Functions", Courier Dover Publications
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- Baxter, Marianne and Robert G. King (1999): "Measuring Business Cycles: Approximate Band-pass Filters for Economic Time Series," _Review of Economics and Statistics_, 81(4), 575--593
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- Koopman, S. J. and J. Durbin (2000): "Fast Filtering and Smoothing for Multivariate State Space Models," _Journal of Time Series Analysis_, 21(3), 281--296
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