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Thank you very much for your help. With your explanation I managed to make sense of my SVAR results and get reassurance that the diverging results were not a consequence of a wrong identification scheme. I am new to the SVAR literature, so I guess I will have some questions related to their estimati...

Hello, Thank you very much for your explanation. That helped me a lot! So, could it be that if I impose extra restrictions e.g. on matrices A or B, then the signs of the elements of the S matrix will be uniquely determined? But since my bivariate SVAR is exactly identified, if I impose extra restric...

Hello, I am trying to estimate a bivariate SVAR with zero long-run restrictions a la Blanchard and Quah (1989), with GDP growth and inflation as endogenous variables. My goal is to extract the structural shocks from the estimated SVARs based on data from different countries and calculate the correla...