1 var RGDP KCFSI;
   2 
   3 varobs RGDP KCFSI;
   4 
   5 svar_identification;
   6 exclusion lag 0;
   7 equation 1, KCFSI;
   8 end;
   9 
  10 markov_switching(chain=1, number_of_states=2, duration=20);
  11 svar(variances, chain=1);
  12 svar(coefficients, chain=1);
  13 
  14 ms_estimation(datafile=DavigHakkio10,
  15               freq=12, 
  16               initial_year=1990,
  17               final_year=2009,
  18               initial_subperiod=2,
  19               final_subperiod=9,
  20               nlags=1,
  21               coefficients_prior_hyperparameters=[0.57 0.13 0.1 1.2 10 10],
  22               max_repeated_optimization_runs=5,
  23               max_number_of_stages=5
  24               );
  25 
  26 ms_simulation(mh_replic=1000);
  27 ms_compute_mdd;
  28 ms_compute_probabilities;
  29 ms_irf;