Asking for help: DSGE model with financial friction

Dear all,
For my research thesis, I am working on DSGE model with financial friction of Bernanke et al. (1999) and i want to add the banking sector (bank block) to this model. Is it theoretically possible to incorporate the ‘bank block’ of Gerali et al (2010) to the model of Bernanke et al (1999) ?
I would appreciate if anyone could recommend any research work that has addressed this extension of the model Bernanke et al (1999).
Thank you in advance.

I don’t really see any issue here. You would simply be putting an intermediary between households and firms.

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Dear all,
Thank you a lot Professor Pfeifer for your reponse.
Also, I have a doubt on IRF interpretation: should the impulse responses be interpreted as a reading of reality (which may correspond to theory) or is it a projection into the future?
On what basis we can choose the period of the shock (20, 40 or 60 …), knowing that I use a quarterly database.
Can we fix the exact date of the simulation of the shock (the outbreak of the shock), knowing that I am using a database of 20 years (80 quarters)?
Thank you for clarifying these points for a clear interpretation of the IRF.

The IRF is a counterfactual asking what would happen in the model if a shock at time 0 realizes, keeping all the other shocks at their average values. The horizon can be set arbitrarily.
What you seem to have in mind is a historical shock decomposition.

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Therefore, I understand from your answer that the irf are projection into the future?
How can I justify the choice of the horizon?

I still don’t understand your question.

I’m sorry that it wasn’t clear.
More precisely, the database I used for the Bayesian estimation and for the shock simulation is from a period of 80 quarters. But, the best results (responses) of impulses are over a horizon of 100 quarters. Can we interpret this as a projection (20 periods) into the future or I have to change the horizon to 40 or 60 quarters?
I sincerely appreciate your guidance.

Again, IRFs are not unconditional forecasts based on the dataset. They are conditional responses based on one single shock occurring at the steady state. That theoretical counterfactual is completely independent of any dataset. It’s a pure thought experiment.

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Dear Johannes,
Thank you for the information. I am grateful for the time you put into this helping me.