Dear Professor Jpfeifer

Recently I am researching how to use DSGE model to calculate natural interest rate. Now I am at the last stage. I need to paint a graph that shows the natural interest rate changing over time. I don’t know what to do. Could you please give me some suggestions?

The key questions of mine are below:

- Can dynare help me to paint the graph of interest rate changing over time?
- I have seen some articles, which claim that they use Kalman-filter to paint the graph. Can this be realized in dynare?
- I have seen the order “filtered_vars”. Will this order report the forecasting values of the variables? I found that the results of “filter_vars” are much different from the real movement of the varialbles, for example output, inflation…

Regards,

Modesty.