Latent variables from Dynare

Hi there,

I was wondering if there is a golden-rule on extracting latent variables’ series from DSGE models. In particular, I successfully replicated some central banks’ models, but would like to have the potential GDP and neutral real interest rate out of the estimation.

Can anyone help me? Thanks in advance!

You would have to define these concepts within the model. The Kalman smoother would then return their best estimates.