Questions on parameter estimation

[jpfeifer]

For example

Can I ignore variance structural breaks in my data for DSGE model estimation?

Short version: Is there a post-estimation structural break test for DSGE models for checking the stability of the estimated parameters? Or all structural break tests should be done outside of the DSGE model pre-estimation? Not sure though if structural breaks in one or more variables even always cause problems for DSGE model estimation. Long version: I have a variance structural break in my data for real GDP per capita y_t (which is statistically confirmed by a CUSUM square test using the fol…