Impulse Response Function (IRF) for Markov-switching by the mean VAR

Hi everybody,

I am new in Dynare and Matlab. I code in another language but it does not allow me to do what I want.

I want to produce impulse response function in a Markov Switching allowing only the mean to switch taking into account the possibility of regime change (I may also look IRF assuming that the regime is the same).

Does the ms_irf procedure allow us to do that? And what are the changes to make in order to produce the two type of IRF mentioned above?

My second question regards the fact, that I already estimated the different parameters of my model and is it possible to plus manually the parameter into the procedure? And how can I do that

Thank you so much,

No, that is currently not feasible. We always allow the mean and the slope to switch, or just the variance, or both. You cannot put a restriction that only the constant changes.

Thank you for your answer.