Problems with monetary shock, sw'03

Hi everybody,
I have a problem with IRF’s to monetary shock (ETA_R) in the Viegi code for SW’03, which I have found in another topic of this forum. You find attacched the code.
In particular, I can’t get why inflation and interest rate respond the samy way to a positive monetary shock; shouldn’t be the case that a positive monetary shock rise interest rate through the taylor equation, and decreases inflation, along side with output and other real variables? With a positive ETA_R, inflation and interest rate move in the same direction. in the code.
Thank everybody for the support


is relevant.

Yes, as far as I understood, is it a matter of non-linearities? Basically, I exogenously vary interest rate and this have a counter-intuitive behavior; is it a matter of feedbacks in the equations of the model, strenght of parameters ecc?
SW’03 have these IRF’s that are consistent with a IS-LM simplified framework, so positive monetary shock(ie. an increase in the interest rate) make their inflation go down and economic activity contract as well, and I think this is consistent with the common sense and even VAR-based IRFs. Is it possible to have the correct code and such a weird behavior.
Thanks for the support

I did not check the code. But if your results are inconsistent with the original paper, then most likely there is a mistake in the code.