I am confusing about the simulation in dynare with HP filter or without HP filter. Usually, I build DSGE with trend and detrend the model before type bunches of equations into dynare. I know If I put HP filter in stoch_simul(), I will get analytic moments after HP filter. However, Do I need HP filter in stoch_simul() after I have already detrended the theoretical model to get the proper simulated moments?
Thanks for your help!