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Dear all:
how to find posterior mean of endogeneous variable like y,i,k after estimation ?

in block oo_.PosteriorTheoreticalMoments,I can only find covariance,correlation,VarianceDecomposition and ConditionalVarianceDecomposition.

i block oo_.posterior_mean ,i can only find posterior mean of parameters.

where is posterior mean of endogeneous variable ?

thanks very much !

Your estimated model is linear. The posterior mean is the steady state.

If the posterior mean is the steady state, then how can be obtained the standard deviation of my endogenous variable?

What do you mean? The standard deviation is along the time-series dimension around the mean. However, my previous answer was wrong. Please see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8091