SBVAR estimation

Probably this is a trivial question but is it possible to estimate “normal” SBVAR within MS-SBVAR procedure? There is a sbvar command but I am not really sure how to use it. For example, how should example code on wiki be modified to estimate SBVAR instead of MS-SBVAR? Thanks a lot for any clarification.

You can find some examples here: There are files without the Markov-Switching (ms_) statements.

Thanks for a quick reply! Can you also please tell me is there a way to obtain error bands for the IRFs like in the Sims-Bvar setup (at least for the just identified model)?

Unfortunately, error bands are not available with this procedure.

This is actually a follow-up question on the above. Are there any plans to improve the SBVAR interface in the near future? For example to introduce error bands and to allow combining Sims-Zha priors with exclusion restricitions? I understand that there are a lot of thing currently going on, but I would imagine these ones would also be hinghly appreciated by the Dynare user (well at least I would:).

There are currently no such plans.

If you’d like these changes to be made, you can contribute the code yourself through or ask your institution to contract the changes with Dynare.