Hello
When estimating DSGE models, one major challenge is accounting for structural breaks in the economy; such as policy regime shifts, financial crises, or technological changes. 
Ignoring these breaks can lead to poor model fit; biased parameter estimates, and misleading policy implications. However; properly incorporating them remains an open question. 
What are the best approaches for identifying and modeling structural breaks in DSGE frameworks? Should we use time-varying parameters, Markov-switching models, or shock modifications? 
Additionally, how do structural breaks impact Bayesian estimation and priors, and what techniques are recommended for handling them in practical applications? Checked General DSGE Modeling - Dynare Forum guide for reference .
Have you successfully incorporated structural breaks in your DSGE model? What methods & datasets worked best for detecting regime changes?
Let’s discuss the trade-offs and best practices for ensuring robust macroeconomic analysis in the presence of economic shifts.
Thank you !! 