Particle filter dynare

[jpfeifer]

Examples are at tests/particle · master · Dynare / dynare · GitLab

Note that the problem is not with using a log-linearized model, but rather you asking to log-linearize a model using Dynare functionality. It is usually better to work with auxiliary equations to get a log-linearization. See

Question about understanding irfs in dynare

To be more precise: it depends on how the variables in your model are measured. As @stepan-a says, Dynare conducts a linearization. If you for example have a nonlinear model and your model variable is simply the level of output, the IRF will measure the difference between the variable and its steady state (or its mean at higher order). This is the case with https://github.com/DynareTeam/dynare/blob/master/examples/example1.mod In contrast, if your model variable already measures percentage…