NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

Martin M. Andreasen, Jesús Fernández-Villaverde, Juan Rubio-Ramírez

NBER Working Paper No. 18983
Issued in April 2013

---- Acknowledgements -----

We acknowledge access to computer facilities provided by the Danish Center for Scientific Computing (DCSC). We appreciate the financial support of the Center for Research in Econometric Analysis of Time Series (CREATES), funded by the Danish National Research Foundation and the National Science Foundation (NSF). The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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