Introducing an exogenous shock


I’m trying to add a term premium shock to an interest rate relevant to shadow banks. Essentially adding a shadow banking block to Gertler Karadi 2011. But Dynare isn’t giving me the corresponding IRFs for the TP shock. It’s merely showing a graph of the term premium spiking up.

How can I see its impulse response on the other variables (y,c,i etc)?

Typically that means that the IRF of those variables is zero, i.e. your shock does not have the expected effect on these variables.