I would like to know how to specify the code for a SVAR model in a such way that includes breakpoint equations or time dummies that correspond to structural breaks.
It should ideally be the same way Eviews gives users the option to set breakpoint equations through "@during("date1 date2")" while implementing a SVAR model.
The code I had in mind would be something like that below. It generally follows the same formatting as the example in the help window, but I would like to include breakpoints in the model:
Code:
svar dln_inv dln_inc dln_consump, aeq(A) beq(B)
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