Ramsey Policy and DETERMINISTIC simulation

[St_aueb]

Hi all

I am using ramsey_policy to calculate the second best Steady state of my model. I have no problem in getting my solutions. However since my model is deterministic I then want to obtain the optimal transition path (from one steady state to a new one) after a tax reform. But this should be done in a Ramsey (second best) manner during the transition. I use init_val and end_val commands to compute the transition from the old steady state to the new one but unfortunately I cannot get the IRFs (or the graphs of the transition. Also the command simul is not allowed!

"ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, osr, ramsey_policy}"

In general I am not sure how to implement a deterministic shock in a Ramsey policy problem using dynare (if this can be done). I would appreciate any help. I post the my mod file.
Thank you
Stelios

// Optimal Policy and Fees

var y c e u k h Wbar X Util fee;
varexo t ;
parameters q ge Tp B1 A B beta m n alpha theta theta2 deltak deltah zeta ksi eta p v;


A=0.5;
B=1;
beta=0.964;
m=0.3;
n=0.7;
theta=0.55;
theta2=0.08;
alpha=0.36;
deltak=0.1;
deltah=0.1;
ge=0.0875574;
Tp=0;
//fee=1.52853;
//t=-0.00581402;
q=0;

eta=0;
zeta=1;
ksi=0;
B1=1;

p=1;
v=0.4;

model;

//net factor returns

(1-t)*y=Wbar*u*h(-1)/(1-alpha);


//-----DCE-----//


y=A*(k(-1)^alpha)*(u*h(-1))^(1-alpha);
1/c=beta*(1/c(+1))*((alpha*Wbar(+1)*u(+1)*h)/((1-alpha)*k)+1-deltak);
(m*Wbar*h(-1))/c=n/(1-e-u);

(Wbar*h(-1)+fee*B1*(ge^eta)*zeta*e^(zeta-1)*h(-1)^ksi)/(c*X)=beta*(1/(c(+1)))*(Wbar(+1)*u(+1)-ksi*fee(+1)*(B1*ge(+1)^eta)*e(+1)^zeta*h^(ksi-1)+
((Wbar(+1)*h+fee(+1)*(B1*ge(+1)^eta)*zeta*e(+1)^(zeta-1)*h^ksi)/(X(+1))*(1-deltah+(B*(p*ge(+1)^v+(1-p)*(Tp(+1))^v)^(theta2/v))*theta*e(+1)^theta*(h^(theta-1)))));

y=c+k-(1-deltak)*k(-1)+ge+Tp;//
h=(1-deltah)*h(-1)+B*((e*h(-1))^theta*(p*ge^v+(1-p)*(Tp)^v)^(theta2/v));
ge=y-Wbar*u*h(-1)/(1-alpha)+fee*B1*ge^eta*e^zeta*h(-1)^ksi;
Util=(m*ln(c)+n*ln(1-e-u)+q*ln(ge));
//m/c*(p*ge^v+(1-p)*(Tp)^v)=1/c*(Wbar*h(-1)+fee*B1*(ge^eta)*zeta*e^(zeta-1)*h(-1)^ksi)*e*theta2*(1-p)*Tp^(v-1);
//T=Tp+fee*B1*ge^eta*e^zeta*h(-1)^ksi;
X=(B*theta*e^(theta-1)*h(-1)^theta*(p*ge^v+(1-p)*(Tp)^v)^(theta2/v));


end;

initval;

y=1.40818;
c=0.974465;
k=3.46154;
u=0.2294;
e=0.15326;
h=10.9294;
Wbar=0.337024;
fee=0;
//ge=0.05;
//s=0.05;
//s=0.03;
t=0.0621;
Util=-0.355976;
X=3.92222;
//T=0.005;
//Tp=0.04;

end;

endval;

y=1.4318;
c=0.96682;
k=3.7749;
u=0.24929;
e=0.140575;
h=9.83425;
Wbar=0.375972;
fee=0.682071;
//ge=0.05;

t=-0.00581402;
Util=-0.355976;
X=3.84764;

end;

shocks;
var t;
periods 1;
values -0.00581402;
end;
//

//steady;
//break;

planner_objective(m*ln(c)+n*ln(1-e-u)+q*ln(ge));
ramsey_policy(planner_discount=0.964,periods=300);

[lah89]

I would be interested in how to implement a ramsey policy into a det setup (in general) as well.
(I m getting an error trying to implement a ramsey policy because I am using a max{} operator on my taylor rule to account for the ZLB which is why I chose the det. setup in the first place...)