This may seem like a silly question, but how are the initial values in the basic example found? Are they just values near the steady state or are they chosen as the steady state values themselves? And is the steady state just found as the deterministic case with no stochastic elements?

In the basic example1.mod the initial values are chosen as the steady state value themselves. The steady state is always the determinstic steady state.

Hello. That pleasure to greet you, please allow me a few questions!
I ran the DSGE model in Dynare and I get the following attached expression
Surely you’ve been through similar details throughout your career, I also read your comments in the forum Dynare anywhere, I think you could help me with your comments and suggestions:

In my model (my model is linear), it seems that I am in a stationary problem, but to avoid this, use the risk premium (according to Schmitt - Uribe and calibration of the elasticity of the risk premium is 0.001 ) and a stochastic discount factor to give the model stationarity.

I assumed that initial values are zero (since the model is linear work) and it seems that the steady-state values calculated Dynare not converge!
I think it could also be, why, I have two endogenous variables, not prederminadas; consumption and investment depend on their lags.

please if you can give me an explanation would be great.

Error using print_info (line 74)
Impossible to find the steady state. Either the model doesn’t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution
Error in steady (line 92)
print_info(info,options_.noprint, options_);
Error in Codes_LBD (line 548)
steady;
Error in dynare (line 180)
evalin(‘base’,fname)