Anticipated shocks of a period

Hi guys,

If agents expect a shock in 4 periods of future, then we can use news shock,eps_news(-4).

If agents expect a shock at the 4th period of future, then how could we code?

Thanks in advanced!

That is the exact definition of a news shocks. So the answer is yes.

Sorry to not clarify my question.
What I want to do is that the agents expect nominal interest rate binding zero in 5-8 periods of future, how would I code the news shocks?

Thanks very much!

That is tricky, because you are not describing a shock, but a scenario. What is the underlying economic idea?

I employed the extended_path to simulate future path of the interest rate, it showed that ir bind at zero in 5-8 periods.

I now use news shocks approach to get IRFs, in which ZLB bind at 5-8 periods. I thought that the insight is the agents expect the central bank will impose a shock to interest rate that bind zero in 5-8 periods.