How to realize time varying fiscal volatility shocks in DSGE model

Hello everyone, I want to study the timing varying fiscal volatility in DSGE model, and the fiscal policy rule is according to Fernnandez-Villaverde(2015), the model equation use the log-linearization form, and here is my mod file fiscal_volatility.mod (4.3 KB)

In this mod file, the fiscal policy rule is equation (19)-(22), and the variable “ig” is government investment spending, variable “cg” is government consumption spending. But when I run the mod file, variables did not respond to fiscal volatility shocks. Can anyone tell me what’s wrong with the mod file, and how to solve this problem?
Looking froward to your reply, thank you very much!

Volatility shocks requires nonlinear models with third order perturbation techniques.