Capital price shock

Dear friends,
I’m now working with Gertler & Karadi 2011 paper entitled"An unconventional monetary policy". I have a query, can I add a capital price shock like lnQ=rho_Q*lnQ(-1)+error_Q into the model?
Does this treatment make no sense?

Many thanks.

Hi, If I remember correctly Q_t is a relative price which is endogenously determined in the model so it makes no sense to postulate that this variable is an exogenous first order autoregressive process… But I am not sure to understand what you try to do here. If you simply want to add a shock to the equilibrium definition of Q you could consider a shock on the investment adjustment cost function (as in Smets and Wouters I think).