Dear Johannes,
Thank you very much for your previous help, I am grateful.
I have three questions.

How to model a structural break in the DSGE model? for example a change in a smaller number of parameters after a known structural break

After a structural break, given that some parameter values have changed, the steady state value of the DSGE system will also change right?

If we would like to model a phenomenon that the steady state value of coal consumption has decreased after a structural break, the only thing we can do is to assume that some parameters associated with the calculation of the coal consumptionâ€™s steady state have shifted after the structural break?
Thank you very much and look forward to hearing from you.
Best regards,
Jesse

The short answer is: Dynare does not handle structural breaks in DSGE models. You might want to take a look at RISE Toolbox, which solves and estimate regime-switching models. Nevertheless, depending on what you are trying to do, there are some workarounds to incorporate structural breaks. For instance, level shifts can be achieved by means of unit-root processes. Also, in a perfect foresight environment, it is easy to incorporate breaks in non-linear models (treat parameters as endogenous variables).

It depends. Some parameters pin down the steady state, while others donâ€™t.

It depends. What caused the steady state to shift? Are you thinking about an endogenous or exogenous change in coal consumption level?

Professor Johannes might want to add to my answer.