What exactly are you looking for? Regime-switching models that look at different active-passive monetary/fiscal policy combinations (what Eric Leeper does)? Looking at structural breaks in Taylor rules (e.g. Clarida/Gali/Gertler)? Or parameter drifts (e.g. Fernandez-Villaverde et al, Macroeconomics Annual)?
I have made some attempts to simulate the model for the before and after 1980. What I did was have two separate calibrations for before and after 1980. I was wondering if that is the proper way to simulate the model.
Also, according to the manual, there is a way of dating your data. Can this be applied to models using calibration only, or is it strictly for estimation? The number of periods in stoch_simul correspond to the number of periods before the model is in steady state.
If I want to look at the 1948Q1 to 1998Q4, then would I set the number of periods to be equal to 200 periods or I can set the number of periods to be as large as possible.
In the case of adding dummy variables to the model, I looked at the other posts but it does not appear clear to me how to do that. For instance, suppose I want to estimate shock: a = rhoaa(-1) + rhobb(-1) + epsilon and I want rhob = 0 if periods < 100 and rho = 0.5 for periods >100. How can this be done in Dynare.
Last question, if I want to do a Monte Carlo type of simulation or simulate the model 1000 times, can this be done in Dynare, if so, how can I do it?
We are currently quite busy with preparations for Dynare 4.5. Therefore, estimation with breaks will have to wait for now as its implementation is rather involved, see dynare.org/DynareWiki/SubsamplesEstimation.