As far as I know, Dynare only supports stochastic simulation based on normally distributed shocks, since we only specify the standard deviations in “shocks” block. Is there any way to simulate the model with non-normal shocks?
I know that some simple non-normal distribution can be expressed in terms of normal distribution, e.g. log-normal distribution. However, in my model, I have some shocks following beta distribution, which is a more general distribution which cannot be expressed in terms of normal distribution. Though, normal distribution is a special case of beta distribution with both two parameters = inf.