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Thanks for the quick reply Glenn. I had a go at coding up a simple trend/cycle model of US per capita GDP and it seems to work ok. If anyone sees anything that looks wrong with the syntax I have used please comment below. Thanks again, Dave '__________________________________________________________...

Is it possible in the Eviews State Space to incorporate structural change in the variance-covariance matrix? Imagine a simple trend-cycle GDP model but I want to include a break for the great moderation (lower volatility in GDP). Signals y = trend + cycle States trend = c(1) + trend(-1) + [var=c(10)...

In the course of trying to learn more about sign restrictions I ended up coding up a fairly general use sign restriction code in Eviews ( https://sites.google.com/site/davidstephan/codes ) I included a couple of examples including the Uhlig Monetary Policy VAR. I doubt the code is completely error f...