Taylor rule and euler equation collinear

[jpfeifer]

You did not provide the external functions to run the code. Most likely the issue is related to:

The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=15, n=13. You can also run model_diagnostics to get more information on what may cause this problem

An important first step is usually to drop the price level variables (which have a unit root) and then replace them by inflation rates and real variables. Your model currently has a unit root that gives rise to a collinearity warning. It makes debugging harder. In any case, you should try to set up the model without additional features like stock prices or fancy monetary policy. Just get a simple version of the model to run and then add the desired features.