Graphics of IRF in Dynare

Hi everybody,

I’m new in Dynare and I don’t understand some things:

I have to calibrate a monetary policy model (inflation targeting) using the taylor rule in a african country. I make the mod file but Dynare doesn’t return me impulse response functions.
Have you an idea why? I think it could be this the problem: “All endogenous are constant or non stationary, not displaying correlations and auto-correlations”

(I don’t know the model that I try to calibrate. I just try to do it for helping a friend)

Thank you very much for your help,


Please post the mod-file and make sure you set order=1 in stoch_simul.


Sorry, i have forgot the mod file last time:test.mod (821 Bytes)

i will check this in stoch simul. Thank you!

NB: In fact, when i add stochastic shocks on my e/u/v/w, i get the IRF. But it doesn’t work with determinist shocks unfortunately. The error message is that my endogenous parameters are constant and I don’t understand why…

In the model you posted, you did not specify a shocks-block. Hence, the standard deviations of the shocks are unset.

Yes when i add the stdree i get the IRF graphic, however, when i add deterministic shock, dynare return that all my endogenous variables are constant. Why?

Thank you very much for you help!