Dear Professor, if I want to introduce some extreme event shocks into my DSGE model, are there any good references or practices?
Without context, it is impossible to tell. Do you want to work with stochastic shocks or in a perfect foresight context?
@wmutschl has worked in this area and may want to chime in.
I think the papers by Ruge-Murcia and Andreasen might offer good starting points. Of course, there is now the literature on climate macro, so you might want to look into work by Scheidegger.