# Restricting MS to Only the Impact Matrix of a MS-BVAR?

**URL:** <https://forum.dynare.org/t/restricting-ms-to-only-the-impact-matrix-of-a-ms-bvar/17001>\
**Category:** BVAR\
**Created:** [25 November 2020 20:43 UTC](https://forum.dynare.org/t/restricting-ms-to-only-the-impact-matrix-of-a-ms-bvar/17001 "2020-11-25T20:43:22Z")\
**Posts on this page:** 3\
**Page:** 1

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**Author:** ![kmrich](https://forum.dynare.org/letter_avatar_proxy/v4/letter/k/41988e/32.png) [@kmrich](https://forum.dynare.org/u/kmrich)\
**Post date:** [25 November 2020 20:43 UTC](https://forum.dynare.org/t/restricting-ms-to-only-the-impact-matrix-of-a-ms-bvar/17001/1 "2020-11-25T20:43:22Z")

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Hello:

Does Dynare offer an option where the impact coefficients of a MS-BVAR are MS, while the lag coefficients are time-invariant?

Thank you in advance.

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [26 November 2020 10:30 UTC](https://forum.dynare.org/t/restricting-ms-to-only-the-impact-matrix-of-a-ms-bvar/17001/2 "2020-11-26T10:30:18Z")

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Out of the box, this seems not to be possible. But you may be able to use the MS-DSGE framework as in [https://git.dynare.org/Dynare/dynare/blob/master/tests/ms-dsge/test\_ms\_dsge.mod](https://git.dynare.org/Dynare/dynare/blob/master/tests/ms-dsge/test_ms_dsge.mod) to set up a restricted VAR.

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**Author:** ![kmrich](https://forum.dynare.org/letter_avatar_proxy/v4/letter/k/41988e/32.png) [@kmrich](https://forum.dynare.org/u/kmrich)\
**Post date:** [1 December 2020 16:47 UTC](https://forum.dynare.org/t/restricting-ms-to-only-the-impact-matrix-of-a-ms-bvar/17001/3 "2020-12-01T16:47:24Z")

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Hi Johannes:

Thank you for the quick response and confirmation.