Dear dynare community,

I have estimated a DSGE model in dynare by using bayesian techniques.

I would like to obtain the Kalman filter estimate of an endogenous variable used in the model at the posterior mode, in order to compare its evolution (i.e., the path of the variable generated by the model) against its observed evolution (the observed time series).

Essentially, I would like to replicate figure 5, pag 116, of the paper I attached to this message.

How does this can be accomplished into dynare?

thanks in advance for the help