The add-in allows you to impose both short-run and long-run restrictions to obtain non-recursive orthogonalization of the error terms (as opposed to recursive Cholesky decomposition) for impulse response analysis that would make more sense from a macroeconomic/structural point of view. In order to use the add-in, you should first estimate a regular VAR model. After that, you can either supply the name of your model or the covariance matrix. The output will be a factor matrix, which

**can further be used in generating impulse responses, but NOT in conducting variance decomposition**(see the picture below). In short, this add-in aims to extend the current functionality of EViews' Structural VAR estimation toolbox.