Dynare Reference Manual: Calibrated Smoother

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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]…;

  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]