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It is possible to impose restrictions in the parameters, as in SVAR, in a BVAR estimation?
I mean, how can I estimate a SBVAR in EViews 9?
Thank you.

No

What are the differences between Normal-Wishart and Sims-Zha Normal Wishart priors?
Thank you.

Can I impose diferent hiperparameter values across equations?

For instance, in equation 1 the dependent variable behaves like a random walk then I set mu=1, in equation 2 the dependent variable behaves like a white noise then set mu=0?
And the same for the other hyperparameters.

How can I do that?

No.

I am using Sims-Zha NW prior to estimate a BVAR model.
When I use growth rates I don't have any problem. However, when I use the same variables but in levels I get the error "Near singular matrix".
Do you have any idea what is going on?

Not without seeing it.

Please find attached the workfile.
I get the error message "near singular matrix" if i consider the variables in levels.
With growht rates (prefix "dl") I don't have any problem.
Any idea?
Thank you.

Dear all,
Does anybody have an idea about the aforedmentioned problem?
Thank you.

Is your version of EViews uptodate?

Yes it is.
Did you try to estimate the BVAR with Sims-Zha Normal Wishart priors with variables in levels?

Oh. I had just done a regular VAR. That works fine. I can confirm the Bayesian VAR does not work...and that does seem weird.

Yes, it is really weird. It is suppose to work fine since it is not possible to have perfect multicollinearity.
Let's wait for forum moderation's insights.

Your hyperparameters are crazy, due to a bug in saving BVARs. We'll fix the bug, but in the meantime you'll need to re-specify the hyperparameters after opening the workfile.