Web Reference: Nov 11, 2012 · This video continues the tutorial on the particle filte... Follow this basic workflow to create and use a particle filter. This page details the estimation workflow and shows an example of how to run a particle filter in a loop to continuously estimate state. These example codes illustrate the methods used in Benjamin Born/Johannes Pfeifer (2014): "Policy Risk and the Business Cycle", Journal of Monetary Economics, 68, pp. 68-85.
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