I have a short question. I want to know if the theoretical mean computed by Dynare is the same as unconditional mean often mentioned in the literature? If so, then when I set an AR(1) process for the productivity in a simple RBC framework, the result shows that the mean productivity is higher than 1, which seems contradictory with the theory of time series. Do I do anything wrongly or misunderstand the time series?
Thanks a lot!