Backing out shocks from an estimated DSGE model

Hi, Can anybody please help me with a naive question? I have a DSGE model with five shocks. i use 5 observables with a sample period of 40 and estimate my model with the standard Bayesian routine. I want to recover these five shocks using my estimated model? In fact, when I run such a programme, I get a simulated series of 5 smoothed shocks. I guess that these are the recovered shocks but the period horizon for these smoothed shocks is not the same as the sample period that I have. For example, I have a sample periiod of 40 which means I have 40 observations. However, i get 136 smoothed shocks. Shouldn’t I get also 40 smoothed shock corresponding to my sample period? How does dynare create 136 smoothed shocks? Manual does not sayanything about it.

Thanks in advance foryour help.

Parantap Basu

There must be something wrong with your mod-file and/or data. The number of periods should coincide with the length of the smoothed shocks.

Yes. I figured this out. Thank you.