I am trying to simulate a model and see how the results compare to a recursive VAR for monetary policy shocks that i have already estimated. There is an issue with the timing, since recursive VARs (like Christiano Eichenbaum and Evans) impose a timing restriction (for example output not reacting contemporaneously to a monetary shock) which is typically not satisfied in standard models. Ravn, Schmitt-Grohe and Uribe (2010) (page 347) propose a method to get around this issue, which essentially involves taking simulated data and running a VAR on it and then computing impulse responses thereoff. I am wondering if there is a simpler way to implement this within dynare, i.e imposing restrictions on contemporaneous behavior of IRFs. Any help would be appreciated.