Pandemic Priors

[tonylwy]

Is it possible to implement this through "bv_dummy"?

https://www.bde.es/f/webbe/INF/MenuHorizontal/noticias-eventos/conferencias/2023/Pandemic_priors.pdf

[nk027]

I think it would need a moderate change to the current implementation since the dummy-observations are for additional regressors. At the moment, the code is taking the columns as given and just stacking additional observations on top.