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- Tue Nov 17, 2015 3:13 am
- Forum: Programming
- Topic: negative shocks to impulse response function
- Replies: 14
- Views: 26218
Re: negative shocks to impulse response function
After fiddling around a little I found the following solution to the problem of customising the sign of the impulses. Having estimated a structural factorization using short-run restrictions, call my_var.impulse(imp = struct). Save the impulses using matrix shock = my_var.@impfact and reverse the si...