Dynare forums

You can use the option "smoother" with estimation. If you don't have provided a list of variables after the estimation command, Dynare asks you:

"Choose one of the following options: [1] Consider all the endogenous variables. [2] Consider all the observed endogenous variables. [3] Stop Dynare and change the mod file."

and waits for an answer. This is unhandy for batch processing. Is there a way to tell Dynare right away which option to select? (I tried "smoother = 1", but this doesn't work.)

Use

Code: Select all

selected_variables_only

(see the manual)

Did you select variables after the estimation command? E.g.

Code: Select all

estimation(smoother,selected_variables_only,...) y c i;

I'm still confused about this. The Dynare manual says:

selected_variables_only
Only run the smoother on the variables listed just after the estimation command. Default: run the smoother on all the declared endogenous variables.

So I thought that if I do not provide a list with variables after the estimation command, the smoother would be applied to all endogenous variables. But this doesn't seem to be the case. At least, after running "estimation" with options "smoother" and "selected_variables_only", but without a list of variables, the output does not contain an oo_.SmoothedVariables field.

If you want to have all variables, you need to use

Code: Select all

consider_all_endogenous

And you need to use the unstable version, because that's where this option has been introduced.

OK, thanks, I'll give it a try.