First of all, thanks for your response.
I had a look to the code posted in the link you provided before. However, I had some questions regarding the simul_ command. As you say, the shock decomposition command gives us the smoothed shocks, together with the smoothed variables, which are the summation of the smoothed shocks and the “initial conditions”.
Considering that last statement, my question is: can I replicate the smoothed (and observable) variables’ paths if the simul_’s third input (ex_) is the smoothed shocks matrix generated by the shock decomposition exercise?
I am asking this, because** simul_** does not use all the initial values given by the shock decomposition command (the first simul_’s input is just a vector n*1, where n is the number of endogenous variables plus auxiliary variables for lags and leads).
Sorry if I misunderstood something you say in your last replay.
Many thanks in advance for your help,