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Thank you for your reply. But my problem lies in estimating the parameters of matrices A and B. According to the Blanchard and Perotti approach, the matrix form of the model to be estimated is presented in the attachement parameters.docx Where the terms α correspond to elasticity; the terms β corres...

Hi, I want to estimate the impact of fiscal shocks on GDP using the structural VAR approach applied by Blanchard and Perotti. In first stage I estimate all parameters of A and B matrices verifying A ut = B vt where ut represents the residuals of standard VAR and vt is the vectot of structural residu...