Hi everyone, I have a question regarding the correction term of the constant that is printed in POLICY AND TRANSITION FUNCTIONS and stored in oo_.dr.ghs2 after using the stoch_simul command. I have coded a simple new Keynesian model and computed IRFs for inflation. I would have 2 main questions:

The steady state of inflation in my model is 0.005, as also correctly stated under STEADY STATE RESULTS. In a first simulation I get Constant=0.004869 and (correction)=0.000131. Now, in my understanding from reading the manual, to build the policy function I should sum these two elements (in other words, sum the constant and what is stored in oo_.dr.ghs2 divided by 2). However, if I did Constant minus correction, I would get exactly the steady state of 0.005. Therefore my question is: to build a policy function for inflation, should I do Constant + correction (which would get me further away from the true steady state) or Constant  correction?

I did two stoch_simul: in the first one I have
shocks;
var eps_a = SIGMA_A^20.25^2;
var eps_v = SIGMA_V^20.25^2;
end;
In the second one I have instead:
shocks;
var eps_a = SIGMA_A^2;
var eps_v = SIGMA_V^2;
end;
Now, under POLICY AND TRANSITION FUNCTIONS, I get two different things for the two stoch_simuls in the Constant and (correction) terms. All the other coefficients are the same. For the first stoch_simul, I get:
Constant=0.004869
(correction)=0.000131
For the second one I get:
Constant: 0.002901
(correction): 0.002099
Now Constant minus correction gives me 0.005 for both. Why do I get different constant and correction terms for different variance specifications?
Hope the qeustions are clear and thanks a lot in advance.