I was trying to simulate a model with time-varying parameters in Dynare. From this post

it seems that we can obtain the model simulation under perfect foresight assumption. Suppose I want to build a three-equation linearised NK model where the only time-varying parameter is phi_pi, the response of the nominal interest rate to the rate of inflation deviating from its steady state. From t = 1, …, 10, phi_pi = 1.5 and from t = 11, …, 20, phi_pi = 2. This information is known to all at t = 1 (thus a ‘perfect foresight’). Does anyone know how to really make simulations and probably obtain corresponding policy functions in a model like this? Thanks a lot in advance!

You can treat \varphi_{\pi} as an exogenous variable, setting its path in the shocks block and postulating a steady state level equal to 2. I do not really understand the last part of your question… What would be the use of a policy function (it would be conditional on the scenario for the path for \varphi_{\pi, t})?