Hello Esther,
I doubt that you any longer take an interest in the old MSBVAR version of your excellent add-in, but as I wanted to be able to use exogenous variables with it, I re-wrote it to enable that. I attach the revised version in case it may be of interest. I have tested it against both the current R implementation of MSBVAR and your newer add-in, and find that the results are identical.
Regards
Donihue
MSBVAR variant of BVAR - exogenous variables
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MSBVAR variant of BVAR - exogenous variables
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