25 Sep
2013
25 Sep
'13
9:15 a.m.
Dear all, could it be that there is a mistake in the manual? It currently says: filter_step_ahead = [INTEGER1:INTEGER2] Triggers the computation k-step ahead filtered values. Stores results in oo_.FilteredVariablesKStepAhead and oo_.FilteredVariablesKStepAheadVariances. But this seems to be only true for %% ML estimation, or posterior mode without metropolis-hastings or metropolis without bayesian smooth variable as the comment in dynare_estimation_1 before the call to DsgeSmoother says. Instead, for Bayesian estimation, the respective field seems to be oo_.filtered_variables. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany