DSGE models are usually very nonlinear. We approximate the true nonlinear solution by Taylor approximation of a particular order. You now want a second order polynomial. But the model you are referring to, the Smets/Wouters 2007 model, was linearized, i.e. a first order Taylor approximation was performed. If you now go to second order, all second order terms will be 0 because the model was already linearized. Have a look at your mod-file. Are the FOCs linear or nonlinear?