var white_noise ar1 junk; varexo e; parameters phi; phi=1; model; white_noise=e; ar1=phi*ar1(-1)+e; junk=0.9*junk(+1); end; steady_state_model; white_noise=0; ar1=0; junk=0; end; shocks; var e = 1; end; options_.qz_criterium=1+1e-6; stoch_simul(order=1); options_.qz_criterium=1-1e-6; error_indicator=0; try info=stoch_simul(var_list_) error_indicator=1 catch end if error_indicator error('qz_criterion did not work') end