Change in Measurement error variance


I want to know if there is a way to change the variance of Measurement error through time, I mean, is it possible to change the variance of a measurement error or a shock in an especific moment of time?

Thanks in advance

What you describe is essentially a structural break where a parameter (permanently) changes. With the current Dynare version that is not possible. We are still working on this feature. See also [How to set different priors for trend growth rates)