Kalman filter in dynare 4

Hi all:
I´m trying to use the Kalman filter that dynare uses. It will be helpful to estimate unobservable variables linked to a DSGE model (such us the natural interest rate). I found some programs that do the smother estimation (DiffuseKalmanSmootherH3.m), however I cannot find the one that does the kalman filter.
Can someone tell me which programme from dynare to use? How would be the easiest way to implement it inside a *.mod file?



Hi Carlos,

You should use DsgeSmoother.m instead. Smoothed but also filtered variables are returned by this function (because filtered variables are needed to compute the smoothed variables).