Hello,professor

How can i get the expected time series after i did the Bayesian estmation with dynare?

Thank you very much.

What do you mean with

The smoothed values from the Kalman smoother?

Not exactly. It’s the in-sample forecast.

You mean the filtered variables triggered by `filtered_vars`

?

For example, I get the quarterly serial to do the Bayesian estimation. After I do that. I want to compare the real serial and the in-sample forecast serial. How can I get the in-sample forecast serial in dynare? what’s the code?

Thank you.

Have a look at the manual on `filtered_vars`

Thank you, professor. I have achieve that. But when I do the estimation of news shock with filtered_var, why it performs the same as no-news shock?

I think you need to explain in detail what exactly you are trying to achieve.

Dear professor,

I am studying the news shock with DSGE model. I set two models, one with the news shock and another not. And then, I estimate the two different with filtered_vars command. But why I get the same graph in one step ahead forecast?one step ahead forecast.zip (41.8 KB)