The value of IRF is 0

Hi, everyone!
I simulate variable values in third order, the IRF value of terms of trade, exchange rate is 0, but other variables IRF values are normal. I try my best to serval days, but I don’t find the reason.

Check the policy functions at first order. They should show you whether the shocks even affect these variables.

Thanks for your reply, Prof Pfeifer.
I check the policy functions at first order, the result shows that shocks do have no effect on REER.
but from the definition of REER:
where tau is tariff shock, the shock should actually have an effect on the REER.

That means that another variable in that relation must move one to one to counteract the effect of tau. Most probably TOT.

Thanks for your reply, Prof Pfeifer.
I would like to disturb you again.
I have been checking the model all day.
First, I simplified the model. I introduce tariff shock to Gali chapter 8 model. The shock even affects REER、TOT.
Then, based on chapter 8 model, I introduce search and match. In this case, the shock has no effect.
And I also check equations, the shock only affects terms of trade、CPI/PPI、market clearing, I think the three equations are right, because they have the same formula as baseline model.

I sent baseline model and SAM model code to you via PM. Thanks for your reply in advance.