Hello, I have run a structural VAR and now I want to compute the confidence intervals of the impulse reponse of it. The VAR I have run is below. How I can compute confidence intervals?
var shocks_fiscales2.ls 1 2 taxes gc gdp @ c dum_75 dum_75(-1) dum_75(-2) dum_75(-3) dum_75(-4) @trend @trend^2
shocks_fiscales2.append(svar) @e1 = !elasticidad*@e3 + @u1
shocks_fiscales2.append(svar) @e2 = c(4)*@u1 + @u2
shocks_fiscales2.append(svar) @e3 = !efectos_t*@e1 + !efectos_g*@e2 + @u3
shocks_fiscales2.SVAR(RTYPE = text, F0 = u)
shocks_fiscales2.impulse(10, m, imp=struct ) gdp @ taxes gc
Thanks in advance.
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