DSGE的dynare问题求助

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在DSGE模型中设置了技术、利率和货币供应量三种冲击，但是随机模拟出来的图却只有技术和利率两种，没有货币供应量的，不知道是不是代码的问题，而且出来的图也不太好，跪求大佬帮忙指点，代码贴在下面了

var Y,C,C1,C2,I,A,h,h1,h2,K,X,r,q,b,b1,b2,pie,R,M,e_R,e_M;
varexo eta_A,eta_R,eta_M;
parameters zhi,v,mu,alpha,beta,beta1,beta2,chi,chi2,m2,pie_s,gamma,d,phi,theta,delta,r_R,r_pie,r_Y,r_M,rho_A,rho_R,rho_M,j;
parameters C_s,C1_s,C2_s,Y_s,I_s,R_s,q_s,h_s,h1_s,h2_s,X_s,b_s,b1_s,b2_s;
zhi = 1.01;
v = 0.03;
mu = 0.6;
alpha = 0.671;
beta = 0.98;
beta1 = 0.99;
beta2 = 0.95;
chi = 1;
chi2 = 1;
m2 = 0.72;
pie_s = 1;
gamma = 0.98;
d = 0.7;
phi = 0.68;
theta = 0.757;
delta = 0.025;
r_R = 0.8;
r_pie = 2.114;
r_Y = 0.13;
r_M = 0.5;
rho_A = 0.8;
rho_R = 0.8;
rho_M = 0.5;
j = 0.2;
C_s = 0.019;
C1_s = 0.019;
C2_s = 0.019;
Y_s = 0.0927;
I_s = 0.0357;
R_s = 1;
q_s = 3.29936;
h_s = 0.04;
h1_s =0.02;
h2_s = 0.02;
X_s = 1.203;
b_s = 0.07;
b1_s = 0.14;
b2_s = 0.07;

model(linear);
Y = (C_s/Y_s)*C+(C1_s/Y_s)*C1+(C2_s/Y_s)*C2+(I_s/Y_s)*I;
Y = zhi/(zhi-(1-v-mu))*(A+v*h(-1)+mu*K(-1))-(1-v-mu)/(zhi-(1-v-mu))*(X+alpha*C1+(1-alpha)*C2);
C1 = C1(+1)-r;
q = beta1*q(+1)-(j*C1_s/h1_s*q_s)*h1+C1- beta1*C1(+1);
q = (beta2+chi2*m2*pie_s*C2_s/R_s)*q(+1)-(j*C2_s/q_s*h2_s )*h2-(chi2*m2*pie_s*C2_s/R_s )*r+C2-beta2*C2(+1);
q = (gamma+chi*d*pie_s*C_s/R_s)*q(+1)+(gamma*v*Y_s/h_s*q_s*X_s)*(Y(+1)-X(+1)-h)-(chi*d*C_s*pie_s/R_s)*r+C-(gamma+gamma*v*Y_s/h_s*q_s*X_s-gamma*phi)*C(+1)-phi*(h-h(-1)-gamma*(h(+1)-h));
b = q(+1)+h-r;
b2 = q(+1)+h2-r;
pie = beta*pie(+1)-(((1-theta)*(1-beta*theta))/theta)*X;
K = delta*I+(1-delta)*K(-1);
b_s*b = C_s*C+q_s*h_s*(h-h(-1))+I_s*I+R_s*b_s*(R(-1)+b(-1)-pie)-((mu+v)*Y_s/X_s)*(Y-X);
b1_s*b1 = -C1_s*C1-q_s*h1_s*(h1-h1(-1))+R_s*b2_s*(R(-1)+b2(-1)-pie)+(alpha*(1-v-mu)*Y_s/X_s)*(Y-X);
b2_s*b2 = C2_s*C2+q_s*h_s*(h2-h2(-1))+R_s*b2_s*(R(-1)+b2(-1)-pie)-((1-alpha)*(1-mu-v)*Y_s/X_s)*(Y-X);
R = r_R*R(-1)+(1-r_R)*(1+r_pie)*pie(-1)+r_Y*(1-r_R)*Y(-1)+e_R;
M = r_M*M(-1)+(1-r_M)*(1+r_pie)*pie(-1)+r_Y*(1-r_M)*Y(-1)+e_M;
h1_s*h1+h2_s*h2=h_s*h;
b_s*b+b2_s*b2=b1_s*b1;
r = R-pie(+1);
A = rho_A*A(-1)+eta_A;
e_R = rho_R*e_R(-1)+eta_R;
e_M = rho_M*e_M(-1)+eta_M;
end;

initval;
Y = 0;
C = 0;
C1 = 0;
C2 = 0;
I = 0;
A = 0;
h = 0;
h1 = 0;
h2 = 0;
K = 0;
X = 0;
r = 0;
q = 0;
b = 0;
b1 = 0;
b2 = 0;
pie = 0;
R = 0;
M = 0;
e_R = 0;
e_M = 0;
end;

shocks;
var eta_R;stderr 1;
var eta_M;stderr 1;
var eta_A;stderr 1;
end;

steady(solve_algo = 0);
check;

estimated_params;
rho_A,beta_pdf,0.7,0.1;
rho_R,beta_pdf,0.7,0.1;
rho_M,beta_pdf,0.7,0.1;
stderr eta_A,inv_gamma2_pdf,0.1,1;
stderr eta_R,inv_gamma2_pdf,0.1,1;
stderr eta_M,inv_gamma2_pdf,0.1,1;
end;
stoch_simul(periods=1000,irf=50,order=1,irf_shocks = (eta_R,eta_M,eta_A))Y,pie,q;

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