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Dear Matt, Thank you for your reply. Yes, as for the IRFs it is just a matter of scaling but there are applications where the choice between Cholesky and triangular it is not neutral. I guess the magnitude for the structural innovations (for generating the impulse responses) should be equal to the e...

Dear all, I was wondering wether is it possible in Eviews to estimate a VAR and retrieve the structural impulse responses through the triangular factorization. This is similar to the "Cholesky factorization" implemented in Eviews but the structural covariance matrix is diagonal with values...