diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m
index 32f58a280..a9968a0f8 100644
--- a/matlab/evaluate_smoother.m
+++ b/matlab/evaluate_smoother.m
@@ -46,6 +46,10 @@ global options_ M_ bayestopt_ oo_ estim_params_   % estim_params_ may be emty
 
 persistent dataset_
 
+if ischar(parameters) && strcmp(parameters,'calibration')
+    options_.smoother=1;
+end
+
 if isempty(dataset_) || isempty(bayestopt_)
     [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
 end
diff --git a/tests/shock_decomp_calibrated_model/example1_calib_shock_decomp.mod b/tests/shock_decomp_calibrated_model/example1_calib_shock_decomp.mod
new file mode 100644
index 000000000..a4e372c6a
--- /dev/null
+++ b/tests/shock_decomp_calibrated_model/example1_calib_shock_decomp.mod
@@ -0,0 +1,71 @@
+/*
+ * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
+ * A practical guide" (see "guide.pdf" in the documentation directory).
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho   = 0.95;
+tau   = 0.025;
+beta  = 0.99;
+delta = 0.025;
+psi   = 0;
+theta = 2.95;
+
+phi   = 0.1;
+
+model;
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+    *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta)*k(-1);
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul(periods=500, order=1, irf=0);
+varobs y c;
+shock_decomposition(parameter_set=calibration,datafile=example1_calib_shock_decomp_data) y c k;
+shock_decomposition(parameter_set=calibration,datafile=example1_calib_shock_decomp_data,shocks=(y)) y c k;
diff --git a/tests/shock_decomp_calibrated_model/example1_calib_shock_decomp_data.mat b/tests/shock_decomp_calibrated_model/example1_calib_shock_decomp_data.mat
new file mode 100644
index 000000000..a5ecea5bb
Binary files /dev/null and b/tests/shock_decomp_calibrated_model/example1_calib_shock_decomp_data.mat differ