Positive monetary policy shock with nominal interest rate falling?

All I am saying is that it could be a feature and not a bug. I did not check your model.

The mechanism is the following: Assume the initial monetary policy shock increases the nominal and thus the real interest rate. The central bank then reacts to lower output and inflation endogenously by lowering the nominal interest rate. If the response is strong enough, it overcompensates the initial increase due to the shock. The only thing you know is that the real interest rate increases, so that the shock is still contractionary, although the nominal interest rate goes down. This is one of the reasons why you cannot look at interest rates to determine whether monetary policy is expansionary.

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