The model exhibits indeterminacy of deterministic steady state of the
real exchange rate (lforex). This steady state is set to 
exp(lforex) = 0.774699985980992.

In the experiment with the change of the inflation target from 2% to 3%
according to infqss = linspace(1.02^(1/4),1.03^(1/4),9)
if the deterministic steady state of the real exchange rate for 3% 
inflation target is set to exp(lforex) = 0.774699985980992 then for 
consistency the deterministic steady state of the real exchange rate 
for 2% inflation target should be around exp(lforex) = 0.774696098104104.

The deterministic steady state value would be the same if parameters
omega, omegaw, omegam, bsmooth were set to zero. In this case, R, linfq, 
linfqw, linfqm would not be among the state variables. Consequentially,
the points around which the approximation takes place over the 
solution path when going backwards from 3% to 2% would not differ except 
by nominal variables.

More technically, say, f(x) is the policy function in time t+1 approximated 
around point xss1, including infq=infqss1. For period t the approximation 
takes place around xss0 that solves F(xss0,xss0,f(xss0)]=0, where in 
general, Et[F(x{t-1},x{t},f(x{t)], and that point consists of infq=infqss0.
If the nominal interest rate and inflation rates are not state variables, 
then f(x) does not depend on them, and the real values in xss0 and xss1 
are the same.