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// stochastic process
sigma_e = rho_sigma_e*sigma_e(-1) + (1-rho_sigma_e)*mean_sigma_e + sigma_eta*eta;
a = rho_a*a(-1) + sigma_e*e;
where eta and e are exogenous random variables and the neoclassical production function is
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y = exp(a) * k^alpha * l^(1-alpha)
I would like to use Dynare to generate impulse response functions to risk shocks (i.e. impulse responses to eta). I am performing a third-order approximation of the model so the policy functions depend on sigma_e. Thus a shock to risk (sigma_e) should generate temporary divergence from steady state, even if all draws of the exogenous variable e are zero. This is precisely what I would like to do. However, this is not what Dynare does for the impulse responses to eta. Instead, it seems to draw values of e from its given distribution. Here is what the IRF to eta looks like:
You can see that TFP (a) is receiving non-zero shocks. What I want is for TFP to remain at its steady state value (i.e. the shock e should be zero throughout the impulse response) so that the responses of the endogenous variables to risk shocks are clear. Is there a way to do this? I have attached my complete mod file for reference. Thanks in advance.