Can Dynare estimate this SSM model?

Dear professors,

I am a beginner in the study of New Keynesian models. I recently discovered this tool (Dynare) and I am trying to use it along with Octave.

I would like to know if Dynare is capable of estimating coefficients and unobservable variables present in the semi-structural model presented in the link below:

ri202112b7p.pdf (

Unfortunately, the text is in Portuguese. The idea is that the model consists of 5 equations containing observable variables, unobservable variables, and coefficients. The author claims to estimate the coefficients and unobservable variables using Bayesian methods and the Kalman filter. Before you ask, I cannot contact the author. He does not respond to me.

I am going in circles. Could someone help me?

Is there any Dynare and semi-structural model course for beginners?

Are there any courses on how to build Bayesian algorithms and Kalman filters?

Thank you in advance for any assistance you can provide.

Best regards

Yes, Dynare does Bayesian estimation with a Kalman filter. See e.g.

Thank you very much, professor, it helped a lot.

I saw on the Dynare website that there are summer courses about the package. I live in Latin America. Could I be a student in the course? If yes, how can I register?

Unfortunately, the deadline for the Dynare summer school has already passed.