Correlation between two exogenous variables


I have a question about the correlation between two exogenous variables. I want to simulate two shocks at the same time, I was wondering if it was possible to do it on dynare with some command. I would therefore like the monetary or fiscal shock to occur at the same time as the energy shock, can anyone tell me how? I tried to set a parameter (that was equal to the correlation) in the monetary shock multiplied by the energy shock, but nothing changes.

Thank you

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