I made a dynare program which seems to work well but I got the following message.
**Note: warning(s) encountered in MATLAB/Octave code
Checking the results displayed, there is a warning message in front of Theoretical Moments as follows.
**Warning: Aggregate variance and sum of variances by shocks differ by more than 0.01 %
In th_autocovariances (line 198)
In disp_th_moments (line 37)
In stoch_simul (line 164)
In prac_ssz (line 504)
In dynare (line 180) **
In fact, dynare can’t find theoretical moments of some variables which are endogenous state variables in the model.
I want to estimate the model but am not sure there is no problem in the model.
Is there any problem in the program?