diff --git a/nonlinear-filters/src/DSMH_sampler.m b/nonlinear-filters/src/DSMH_sampler.m
index d44a43f50..3e3732717 100644
--- a/nonlinear-filters/src/DSMH_sampler.m
+++ b/nonlinear-filters/src/DSMH_sampler.m
@@ -132,21 +132,16 @@ plt = 1 ;
         subplot(ceil(sqrt(npar)),floor(sqrt(npar)),k)
         %kk = (plt-1)*nstar+k;
         [name,texname] = get_the_name(k,TeX,M_,estim_params_,options_);
-        if TeX
-            if isempty(NAMES)
-                NAMES = name;
-                TeXNAMES = texname;
-            else
-                NAMES = char(NAMES,name);
-                TeXNAMES = char(TeXNAMES,texname);
-            end
-        end
         optimal_bandwidth = mh_optimal_bandwidth(distrib_param(k,:)',options_.dsmh.number_of_particles,bandwidth,kernel_function);
         [density(:,1),density(:,2)] = kernel_density_estimate(distrib_param(k,:)',number_of_grid_points,...
                                                           options_.dsmh.number_of_particles,optimal_bandwidth,kernel_function);
         plot(density(:,1),density(:,2));
         hold on
-        title(name,'interpreter','none')
+        if TeX
+            title(texname,'interpreter','latex')
+        else
+            title(name,'interpreter','none')
+        end
         hold off
         axis tight
         drawnow
@@ -155,9 +150,6 @@ plt = 1 ;
     if TeX
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
-        for jj = 1:min(nstar,length(x)-(plt-1)*nstar)
-            fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
-        end
         fprintf(fidTeX,'\\centering \n');
         fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParametersDensities%s}\n',M_.fname,int2str(plt));
         fprintf(fidTeX,'\\caption{ParametersDensities.}');
diff --git a/nonlinear-filters/src/Herbst_Schorfheide_sampler.m b/nonlinear-filters/src/Herbst_Schorfheide_sampler.m
index 3c6482919..cc5160683 100644
--- a/nonlinear-filters/src/Herbst_Schorfheide_sampler.m
+++ b/nonlinear-filters/src/Herbst_Schorfheide_sampler.m
@@ -160,21 +160,16 @@ plt = 1 ;
         subplot(ceil(sqrt(npar)),floor(sqrt(npar)),k)
         %kk = (plt-1)*nstar+k;
         [name,texname] = get_the_name(k,TeX,M_,estim_params_,options_);
-        if TeX
-            if isempty(NAMES)
-                NAMES = name;
-                TeXNAMES = texname;
-            else
-                NAMES = char(NAMES,name);
-                TeXNAMES = char(TeXNAMES,texname);
-            end
-        end
         optimal_bandwidth = mh_optimal_bandwidth(distrib_param(k,:)',options_.HSsmc.nparticles,bandwidth,kernel_function);
         [density(:,1),density(:,2)] = kernel_density_estimate(distrib_param(k,:)',number_of_grid_points,...
                                                           options_.HSsmc.nparticles,optimal_bandwidth,kernel_function);
         plot(density(:,1),density(:,2));
         hold on
-        title(name,'interpreter','none')
+        if TeX
+            title(texname,'interpreter','latex')
+        else
+            title(name,'interpreter','none')
+        end
         hold off
         axis tight
         drawnow
@@ -183,9 +178,6 @@ plt = 1 ;
     if TeX
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
-        for jj = 1:min(nstar,length(x)-(plt-1)*nstar)
-            fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
-        end
         fprintf(fidTeX,'\\centering \n');
         fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParametersDensities%s}\n',M_.fname,int2str(plt));
         fprintf(fidTeX,'\\caption{ParametersDensities.}');
diff --git a/nonlinear-filters/src/online_auxiliary_filter.m b/nonlinear-filters/src/online_auxiliary_filter.m
index 6acadc608..c7df9d805 100644
--- a/nonlinear-filters/src/online_auxiliary_filter.m
+++ b/nonlinear-filters/src/online_auxiliary_filter.m
@@ -306,21 +306,16 @@ for plt = 1:nbplt
     for k=1:length(pmean)
         subplot(nr,nc,k)
         [name,texname] = get_the_name(k,TeX,Model,EstimatedParameters,DynareOptions);
-        if TeX
-            if isempty(NAMES)
-                NAMES = name;
-                TeXNAMES = texname;
-            else
-                NAMES = char(NAMES,name);
-                TeXNAMES = char(TeXNAMES,texname);
-            end
-        end
         % Draw the surface for an interval containing 95% of the particles.
         shade(1:sample_size, ub95_xparam(k,:)', 1:sample_size, lb95_xparam(k,:)', 'FillType',[1 2], 'LineStyle', 'none', 'Marker', 'none')
         hold on
         % Draw the mean of particles.
         plot(1:sample_size, mean_xparam(k,:), '-k', 'linewidth', 2)
-        title(name,'interpreter','none')
+        if TeX
+            title(texname,'interpreter','latex')
+        else
+            title(name,'interpreter','none')
+        end
         hold off
         axis tight
         drawnow
@@ -329,9 +324,6 @@ for plt = 1:nbplt
     if TeX
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
-        for jj = 1:length(x)
-            fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
-        end
         fprintf(fidTeX,'\\centering \n');
         fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParamTraj%s}\n',Model.fname,int2str(plt));
         fprintf(fidTeX,'\\caption{Parameters trajectories.}');
@@ -354,21 +346,16 @@ for plt = 1:nbplt
     for k=1:length(pmean)
         subplot(nr,nc,k)
         [name,texname] = get_the_name(k,TeX,Model,EstimatedParameters,DynareOptions);
-        if TeX
-            if isempty(NAMES)
-                NAMES = name;
-                TeXNAMES = texname;
-            else
-                NAMES = char(NAMES,name);
-                TeXNAMES = char(TeXNAMES,texname);
-            end
-        end
         optimal_bandwidth = mh_optimal_bandwidth(xparam(k,:)',number_of_particles,bandwidth,kernel_function);
         [density(:,1),density(:,2)] = kernel_density_estimate(xparam(k,:)', number_of_grid_points, ...
                                                           number_of_particles, optimal_bandwidth, kernel_function);
         plot(density(:,1), density(:,2));
         hold on
-        title(name, 'interpreter', 'none')
+        if TeX
+            title(texname,'interpreter','latex')
+        else
+            title(name,'interpreter','none')
+        end
         hold off
         axis tight
         drawnow
@@ -377,9 +364,6 @@ for plt = 1:nbplt
     if TeX
         % TeX eps loader file
         fprintf(fidTeX, '\\begin{figure}[H]\n');
-        for jj = 1:length(x)
-            fprintf(fidTeX, '\\psfrag{%s}[1][][0.5][0]{%s}\n', deblank(NAMES(jj,:)), deblank(TeXNAMES(jj,:)));
-        end
         fprintf(fidTeX,'\\centering \n');
         fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParametersDensities%s}\n',Model.fname,int2str(plt));
         fprintf(fidTeX,'\\caption{ParametersDensities.}');