I would like to compute some simulations where I consider alternative paths of the short term nominal interest rate relative to what was actually done in the data. I am working with a simple 3 equation New Keynesian model. I can work with the state space representation of the model (given the matrices dr.ghx and dr.ghu). The issue is that the nominal interest rate is not part of the state equation since it can be represented as a function of the state variables. I am wondering if there is a simple way to force Dynare to include a redundant or static variable in the state vector so that I could simply input alternative interest rates and iterate the transition equation for the simulation.
Any other recommendations for how to approach this are appreciated.