Dynamic Linear Models with R (Use R!)

Dynamics of exchange rate changes: Bayesian forecasting with dynamic linear models

Classical Dynamics of Linear and Nonlinear Systems

Non-linear Dynamics of the NKPC and Inflation Misalignment

Non-Linearity in Econometric Modeling, Vol. 2: Empirical Applications and Source Code (Dynamic Modeling and Econometrics in Economics and Finance, 34)