初学者，自己试着建了一个包含金融加速器和价格粘性的模型，代码如下，可是无论怎么改都显示The steadystate file did not compute the steady state，

var
Y C I K N W Q Rd Rl Re Rk A Omegabar Sigmal Leverage V SP Pinf Pinf_hash X1 X2 mc;

predetermined_variables
K;

varexo
e_al e_Sigma;

parameters
alpha beta delta chi theta phi
Fl_ss Wel b_ss Fh_ss Weh
Sigma_ss mu gamma psi
epsilon zeta_p R_ss g_ss psi_pinf psi_y   
rho_a rho_ah  rho_Sigma rho_Sigmah rho_b rho_g rho_r
Sigma_al Sigma_ah Sigma_Sigmal Sigma_Sigmah Sigma_b Sigma_g Sigma_r epsilon_w eta phi_w;

alpha=0.5;
beta=0.9937;
delta=0.025;
chi=1;
theta=7.5;
phi=2;
F_ss=0.01 ;
We=0.0855;
Sigma_ss=0.28 ;
mu=0.21 ;
gamma=0.97 ;
psi=0.5 ;
epsilon=6;
zeta_p=0.75 ;
R_ss=1.0063 ;
g_ss=0.2 ;
psi_pinf=1.5 ;
psi_y=0.5;
rho_a=0.9 ;
rho_Sigma=0.9  ;
rho_r=0.9 ;
Sigma_a=1.1111 ;
Sigma_Sigma=1.1111 ;
Sigma_r=1.1111 ;


model;
theta*N^chi =1/C*W;
1/C=beta*1/C(+1)*Rd/Pinf(+1);
K(+1)=(1-phi/2*(I/I(-1)-1)^2)*I+(1-delta)*K;
1=Q*(1-phi/2*(I/I(-1)-1)^2-phi*(I/I(-1)-1)*I/I(-1))+beta*C/C(+1)*Q(+1)*phi*(I(+1)/I-1)*(I(+1)/I)^2;

#F=normcdf((log(Omegabar)+Sigma(-1)^2/2)/Sigma(-1));
#G=normcdf((log(Omegabar)+Sigma(-1)^2/2)/Sigma(-1)-Sigma(-1));
#GAMMA=Omegabar*(1-F)+G;
#Fp1=normcdf((log(Omegabar(+1))+Sigma^2/2)/Sigma);
#Gp1=normcdf((log(Omegabar(+1))+Sigma^2/2)/Sigma-Sigma);
#GAMMAp1=Omegabar(+1)*(1-Fp1)+Gp1;
#dFp1=1/(Omegabar(+1)*Sigma)*normpdf((log(Omegabar(+1))+Sigma^2/2)/Sigma);

Y=A*K^alpha*N^(1-alpha);
Rk=alpha*A*K^(alpha-1)*N^(1-alpha);
W=(1-alpha)*A*K^alpha*N^(-alpha);
Leverage=Q*K(+1)/V;
Re=(Rk+Q*(1-delta))/Q(-1)*Pinf;
Omegabar*Re*Leverage(-1)=Rl(-1)*(Leverage(-1)-1);
(GAMMAp1-mu*Gp1)*Re(+1)*Leverage=Rd*(Leverage-1);
(1-Fp1)/(1-GAMMAp1)=Re(+1)/Rd*(1-Fp1-mu*Omegabar(+1)*dFp1)/(1-Re(+1)/Rd*(GAMMAp1-mu*Gp1));
SP=Re(+1)/Rd;
V=gamma*(1-GAMMA)*Re*Q(-1)*K/Pinf+We;

Pinf^(1-epsilon)=(1-zeta_p)*Pinf_hash^(1-epsilon)+zeta_p;
Pinf_hash=epsilon/(epsilon-1)*X1/X2*Pinf;
X1=1/C*mc*Y+zeta_p*beta*Pinf(+1)^epsilon*X1(+1);
X2=1/C*Y+zeta_p*beta*Pinf(+1)^(epsilon-1)*X2(+1);
mc=W/((1-alpha)*Y/N);

Y=C+I;
log(A)=rho_a*log(A(-1))+e_a;
log(Sigma)=(1-rho_Sigma)*log(Sigma_ss)+rho_Sigma*log(Sigma(-1))+e_Sigma;

end;

steady_state_model;
A=1;
Q=1;
Pinf=1;
Pinf_hash=1;
mc=(epsilon-1)/epsilon;
Rd=1/beta;

Sigma=Sigma_ss;
Omegabar=exp(norminv(F_ss)*Sigma-Sigma^2/2);
G_ss=normcdf((log(Omegabar)+Sigma^2/2)/Sigma-Sigma);
GAMMA_ss=Omegabar*(1-F_ss)+G_ss;
dF_ss=1/(Omegabar*Sigma)*normpdf((log(Omegabar)+Sigma^2/2)/Sigma);
Re=1/(1-mu*(G_ss+Omegabar*dF_ss*(1-GAMMA_ss)/(1-F_ss)))*Rd;
Leverage=1/(1-Re/Rd*(GAMMA_ss-mu*G_ss));
Rl=Omegabar*Re*Leverage/(Leverage-1);
SP=Re/Rd;

Rk=Re-(1-delta);
K_N=(alpha/Rk)^(1/(1-alpha));
W=(1-alpha)*K_N^alpha;
Y_N=K_N^alpha;


I_N=delta*K_N;
C_N=Y_N-I_N;
N=(1/theta*1/C_N*W)^(1/(1+chi));

Y=Y_N*N;
K=K_N*N;
I=I_N*N;
C=C_N*N;

X1=1/(1-zeta_p*beta)*1/C*mc*Y;
X2=1/(1-zeta_p*beta)*1/C*Y;

V=gamma*(1-GAMMA_ss)*Re*K+We;

end;
stoch_simul(order=1,irf=21,nograph)
Y;

没有稳态有两个原因，第一是参数不合适，第二是模型存在问题。我也是初学者，也在摸索解决方法。推荐看一下宏观经济学研会关于DSGE的讲解，可能会有点作用。

我也遇到同样的问题