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doi={10.1093/acprof:oso/9780199641178.001.0001}
}

@article{andreasen2018pruning,
author = {Andreasen, Martin M and Fernández-Villaverde, Jesús and Rubio-Ramírez, Juan F},
title = "{The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications}",
journal = {The Review of Economic Studies},
volume = {85},
number = {1},
pages = {1-49},
year = {2017},
month = {06},
abstract = "{This article studies the pruned state-space system for higher-order perturbation approximations to dynamic stochastic general equilibrium (DSGE) models. We show the stability of the pruned approximation up to third order and provide closed-form expressions for first and second unconditional moments and impulse response functions. Our results introduce generalized method of moments (GMM) estimation and impulse-response matching for DSGE models approximated up to third order and provide a foundation for indirect inference and simulated method of moments (SMM). As an application,we consider a New Keynesian model with Epstein–Zin preferences and two novel feedback effects from long-term bonds to the real economy, allowing us to match the level and variability of the \\$10\\$-year term premium in the U.S. with a low relative risk aversion of \\$5\\$.}",
issn = {0034-6527},
doi = {10.1093/restud/rdx037},
url = {https://doi.org/10.1093/restud/rdx037},
eprint = {https://academic.oup.com/restud/article-pdf/85/1/1/23033725/rdx037.pdf},
}


@article{julia,
author = {Bezanson, Jeff and Edelman, Alan and Karpinski, Stefan and Shah, Viral B.},
title = {Julia: A Fresh Approach to Numerical Computing},
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