How Structural Are Structural Parameters? [with Comments and Discussion]

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Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008, background): “t−1 e Π−(1−θ) t . ( 26 ) In steady state e Πt =1 and ext =1 , and (26) defines a function xt = x i Πt ¢”
Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics (2013, unknown): “Fernández-Villaverde and Rubio-Ramírez (2007) consider a model with time-varying structural parameters.”
Risk Matters: The Real Effects of Volatility Shocks (2009, unknown): “�itb;t+1jt = 1 ��tb � �tb +��tb� i tb;tjt +�tbu i �tb;t+1 ( 16 )”
Macroeconomics and Volatility: Data, Models, and Estimation (2010, methodology): “Here, we show it does not even save time when estimating the model. the particle filter, as described, for example, in Fernández-Villaverde and Rubio-Ramírez (2005 and 2007) (see also the technical appendix to Fernández-Villaverde and Rubio-Ramírez, 2007, for alternative algorithms).”