Ramsey policy in linear model

[s.r]

in this post,

Welfare cost of business cycles

If you set order=2 and simulate a long enough time series, Dynare will provide you with E. Given that you know the functional form for utility as well as the steady state values for c and h, you can analytically solve \frac{((1-\xi)*c_ss)^{1-\sigma}}{1-\sigma}-\varphi\frac{n_ss^{1+\nu}}{1+\nu}=E for \xi. You might also be able to use theoretical moments, but there one would need to check whether second moments based on the first order approximation a la Kim/Kim/Schaumburg/Sims are sufficient. …

are your solution for ξ is appropriate and correct in a linear model? can i calculate ξ as compensated variation in a “”“linear model”“”" or this solution is especially for nonlinear model? how can i compute ξ in a linear model whereas steady state value for c and h is zero?