Dynare forums

Posted: **Thu May 12, 2016 9:30 pm**

Hello,

I would like to apply a one-sided HP filter to the data, generated by Dynare (stoch_simul, order=2 or 3).
To obtain Dynare's data, is it sufficient to add steady state values (oo_.steadystate) to the deviations from steady state (oo_.irfs.*)?

Would appreciate your comments.

Posted: **Tue May 17, 2016 3:07 pm**

You are not supposed to filter IRFs. You should set periods=x and then filter oo_.endo_simul or the variables saved in the workspace.

Dynare forums

Using HP filter to filter Dynare's output

Using HP filter to filter Dynare's output

Re: Using HP filter to filter Dynare's output