Hello dear Dynare users.

I wish to solve a DSGE model with * discrete investment shock*. It is quite similar to the standard RBC, but the capital motion looks like this:

K_t+1 = (1-delta)*K_t + zeta*i_t.

zeta represents a delivery hazard, so that in the model investment at time t may be delivered at time t+1 (zeta = 1, with probability theta) or not (zeta = 0, with probability (1-theta)). Because zeta (that occure at *t+1*) is not known at time *t* when decision on i_t is made, the model is **stochastic**, not deterministic. Investment cannot get lost for ever, but donâ€™t be concerned on how to track investment because in the full model additional tricks handle this problem. **My question is how to specify zeta, (such a bernouilli shock), in Dynare ?**

I saw the Drawing from non-normal distributions in model simulation and the Drawing from non-normal distributions(uniform)in simulation discussions. But there seems that the proposed solutions are valid only in first order approximation, which would be treating my representation as a deterministic model. Any help would be highly appreciated.

Thank you.