I am currently working on a dsge model with credit risk and different bonds whose issuance is costly.
When I assume that agents act myopically (they do not encounter that the decision of choosing long-term bonds today will also affect their rollover costs in the next period), my model seems to work fine giving me plausible results for this case. When my agents do not act myopically anymore and encounter the effect of their decisions today on future costs, the model still seems to be fine, however, I get two imaginary eigenvalues with the same real part and the imaginary part differing only in the sign (one is negative one positive, but still the same number in absolute values).
Is this same major issue I should worry about? Or is it just a calibration issue? How can I find out to which variable my eigenvalues belong to?
Thank you very much for your help!