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Dynare can also run the smoother on a calibrated model:

- Command:
**calib_smoother***[*`VARIABLE_NAME`]…; - Command:
**calib_smoother***(*`OPTIONS`…) [`VARIABLE_NAME`]…; -
*Description*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`

.*Options*`datafile =`

`FILENAME`See datafile.

`filtered_vars`

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.

`loglinear`

See loglinear.

`first_obs =`

`INTEGER`See first_obs.

`filter_decomposition`

See filter_decomposition.

`diffuse_filter =`

`INTEGER`See diffuse_filter.

`diffuse_kalman_tol =`

`DOUBLE`See diffuse_kalman_tol.

Next: Forecasting, Previous: Shock Decomposition, Up: The Model file [Contents][Index]