Hi
these are 2 unrelated questions:

i saw in an old post that unrealized news shocks could not be modeled in 2006. is it possible to do so with the current version of dynare?
Unrealized expectations 
why does it make a difference if I enter a shock either in a linearized form or not.
The shock in the unlinearized system is (the secondline is the persistent shock):
Y=Error_A_Per*L;
Error_A_Per = Error_A_Aux*Error_A_Per(1)^0.66;
Error_A_Aux = exp(Error_A  0.00125 );
var Error_A = 0.0025;
This is a lognomally distributed, persistent shock with expected value 1.
In the linearized system it is (the secondline is the persistent shock):
Y=Error_A_Per*L;
Error_A_Per = Error_A_Aux +1;
Error_A_Aux = Error_A + 0.66*Error_A_Aux(1);
var Error_A = 0.0025;
This is a standart AR(1) shock with expected value 1.
I had expected that i woulndnt matter whether i use the first or the second specification, as loglinearizing the first gives the second.
Yet the Steady state values of the model I use change a little (1%) when i change the specifications and so do the IRFs.
Is that just due to rounding errors?