@#define N = 4 var A B; varexo eB; parameters Bss rho; Bss=1; rho=0.9; model; A = B(@{N}); B = (1-rho)*Bss +rho*B(-1) +eB; end; steady_state_model; A = Bss; B = Bss; end; resid; steady; check; shocks; var eB ; stderr 1 ; end; stoch_simul(order=1,irf=0) ;