Stochastic extended path documentation

Dear All,

I’m looking for more information on what exactly stochastic extended path does (I have moved this from a separate thread to keep both more focused and useful, hopefully).

Dynare manual aside (great but very terse), I have located the following documents:

My question is whether the 2013 draft is an accurate representation of what dynare 4.6.0 is doing “under the hood”, and, if not, whether there are any more recent documents that cover the details?

Many thanks in advance for your help!

@stepan-a @MichelJuillard This one is also for you.