Hello.
It seems to me that Dynare cannot estimate Markov Switching BSVAR with exogeneous variables other than constant. Am I right?
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Exogeneous variables MS-BSVAR
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Exogeneous variables MS-BSVAR
by bercerder » Fri Jul 31, 2015 2:23 pm
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Re: Exogeneous variables MS-BSVAR
by StephaneLhuissier » Sun Aug 02, 2015 6:45 pm
Yes you are right.
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