This paper explores the sensitivity of the macroeconomic impacts of climate change scenarios to underlying assumptions about the policy environment and agent responses. Using the National Institute Global Econometric Model (NiGEM), we analyse the Net Zero long-term scenario developed by the Network for Greening the Financial System (NGFS) modifying the different assumptions related to agent expectations, monetary policy reactions, and fiscal recycling mechanisms. We assess how these options influence the economic outcomes of the transition to net zero for the G7 economies.