Can dynare simulate the data rather than just compute the IRF? Say I have a series of shock e_t, and ask dynare to simulate the corresponding variables C_t, Y_t, etc.
Another question is does IRF affected by the distribution of the shock? Suppose the process z = rho*z(-1)+e_t, where e_t have different distributions but with the same std derivation. According to the definiton, the IRFs should be the same, but then I found it a bit strange.
Thanks a lot!