thank you for your reply but I inform you that the rest of my model is
log-linearized, so in my opinion I must linearize these equations to apply the command to estimate the overall model
what do you think ?
thank you
This is possible, but rather involved. The nonlinear equations contain separate variables (e.g. y) that are not percentage deviations from steady state (e.g. yhat). To link them to the percentage deviations, you need to define them as separate variabes and link them to the linearized ones by
For y you then need to provide steady state values.