Dummy Variable in difference equation

[hk976]

Hello,

I am doing panel dynamic GMM using "dynamic panel wizard", in which each variable is first differenced.

I want to include time dummy variable so that i can compare coefficients of the first period and those of the second half period.

In my model specification,
Bond Bond(-1) Short Inflation GDP CA Debt Debt*Dummy1.

Here, i am afraid that my dummy variable is differenced. Is there any way i can keep it non-differenced when other variables are differenced?

Thank you

With best,

Sam