Strange IRF of monetary shock

Hi Prof. Pfeifer,
I’m working on a regional dsge model. Variables and parameters with the index f refer to the rest of the country. Without this index - to the current region.
My problem is, when I look at the irf of xi_rf (the positive monetary shock in standard Taylor rule, rf- the nominal interest rate) , I would expect that when xi_rf rises C (consumption) and I (investment ) will fall. But the opposite is the case (they also rise).
PLEASE WHERE IS THE MISTAKE?? The zip file includes the mod, irf and
data files. I really appreciate any help you can provide. (34.8 KB)
irf.pdf (8.3 KB)

Please do not cross post. See my reply at IRF of monetary shock