The plot of recursive forecasts is wrong when prefilter=1
Created by: felipeboralli
GNU Octave, version 3.8.1 "i686-w64-mingw32". Dynare unstable (version 2016-08-23).
When the variables are prefiltered, the plot of recursive forecast is made mixing a filtered realized variable with a defiltered forecasted variable. In the window below, this is very visible in the juros variable, but happens in all of them.
What I woud expect is all of them to be in the defiltered mode.