It seems to me you are not handling parameter dependence correctly. Use model-local variables. See Pfeifer(2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”
It seems to me you are not handling parameter dependence correctly. Use model-local variables. See Pfeifer(2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”