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4.17 Calibrated Smoother

Dynare can also run the smoother on a calibrated model:

Command: calib_smoother [VARIABLE_NAME]…;
Command: calib_smoother (OPTIONS…) [VARIABLE_NAME]…;


This command computes the smoothed variables (and possible the filtered variables) on a calibrated model.

A datafile must be provided, and the observable variables declared with varobs. The smoother is based on a first-order approximation of the model.

By default, the command computes the smoothed variables and shocks and stores the results in oo_.SmoothedVariables and oo_.SmoothedShocks. It also fills oo_.UpdatedVariables.


datafile = FILENAME

See datafile.


Triggers the computation of filtered variables. See filtered_vars, for more details.

filter_step_ahead = [INTEGER1:INTEGER2]

See filter_step_ahead.

prefilter = INTEGER

See prefilter.


See loglinear.

first_obs = INTEGER

See first_obs.


See filter_decomposition.

diffuse_filter = INTEGER

See diffuse_filter.

diffuse_kalman_tol = DOUBLE

See diffuse_kalman_tol.

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