Hi. I want to solve a model where there is a monetary policy shock in period 0 (and prices are fixed in this period), then prices are fully flexible for periods 1 onwards. That is, in period 0, then interest rate R_0 is exogenous and output y_0 is endogenous. Then in periods t = 1, 2, ... the interest rate R_t is endogenous and output y_t is exogenous (equal to its steady-state value, since there are no other shocks and prices are flexible).
I’m not sure how to code a model in Dynare with this sort of shock structure. Thanks!