Calibrating/Estimating DSGE models for two time periods

Sorry, but I don’t understand the exercise you are doing. You need to describe it in a more systematic way.

With stoch_simul, there is no point in dating your data. You just have a bunch of artificial time periods after you start simulations.

For the dummy variables, see [Using dummy variables in dynare). Essentially, you define rhoa and rhob as variables and provide an observed variable series that takes on the values you describe.

If you are talking about stoch_simul, use the simul_replic. However, you did not describe what the uncertainty is about you are trying to simulate.