NaN for P and MC moments

I have a DSGE model that after simulation of the model for price and marginal cost and gross inflation mean and standard deviation and variance is NaN. There is not any problem with other variables.

Is there any problem in my DSGE model or this is not a major problem ?

Altough in a DSGE book I saw a similar DSGE model with NaN for these variables moments in the model.

I can attach my DSGE file for better understanding.

Yes, the codes are needed to find out why.

I attached my DSGE codes.

If you use theoretical moments (periods=0), you will see that both variables are constant.

Yes, it is true. For theoritical moments there is not any problem in the model but in simulation method momemnts of P and MC and gross inflation is NaN.

Altough there is not any major problem according to the model diagonistics option.

I saw a similar DSGE model in a DSGE book with this problem.

There is no problem here. The only issue is that some moments are only defined for random variables. If P is constant, you cannot compute a correlation, because the correlation involves a division by the zero standard deviation.

Thank you professor for your help.
Do you mean this issue is not a major problem in this DSGE model ?

I cannot judge whether these constant variables are an economic problem in your model.