Some or all of the jap versions of my yaris have the egr cooler. Mine doesn't. I read somewhere (might have been the tdi club) that the coolers are prone to filling up with soot or tar over time. The intake filled up on mine over time too due to the gases condensing in the intake and settling in it as a thick sticky tar.
It must also be pointed out that egr reduces NOx only. It apparently raises everything else a little....go figure why something would be invented that fixes one problem but makes a load more worse!
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