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ct_dsge

Replication package for the paper "Estimation of continuous-time linear DSGE models from discrete-time measurements" by B.J. Christensen, L. Neri and J.C. Parra-Alvarez

Automatic Differentiation for MATLAB

This toolbox implements automatic/algorithmic differentiation for matlab using sparse representation for jacobians.

For example usage/syntax, check

For more detailed explanation and list of supported files, read the documentation.