After the introduction of financial frictions including mortgage restraint mechanism, there is a problem with the pulse diagram of contractionary monetary policy

[jpfeifer]

See my reply at

Advice on Monetary Policy and Mortgage restraint Mechanism

This IRFs seem to follow the movement of the price of capital Q_t. It could be a timing error, but it could also be due to the movement of the real interest rate. Have you tried different Taylor rule parameterizations?