Thank you.
I am probably missing something.
Citing your reply in the link you posted:
But if I “calibrate” the model with the posterior means obtained through the MCMC and run the calib_smoother command I am not drawing from the different parameter vectors from estimation, I am only using the mean values of the parameters. To be clear, I could even remove the Metropolis folder with the chains. What I should get is the “smoothed object at the mean parameter vector” which I guess is the same object used for the shock decomposition (the black line in the shock demposition).
Where am I wrong?