I am estimating a DSGE model by Bayesian methods. I would like to compare the variables that are estimated by the model and are not introduced in the model as observable variables with the actual observable variable. Please, correct me if I am wrong, but I think this can be obtained using smoothed and historical variables.
If that is correct, please, is those options included in the estimation command? or do I need to add another one.
Thank you very much!