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I am using the following to describe short-run restrictions to a VAR: @e1 = C(1)*@e1 + C(2)*@u1 @e2 = C(3)*@e1 + C(4)*@u2 @e3 = C(5)*@e2 + C(6)*@u3 to describe a decomposition matrix: 110 110 011 applied to a vector : A B C in other words: • A responds to shocks to itself, and B • B responds to shoc...

I am using the following code to take all series in my workfile and run SVARs on each. group var_group * for !i=1 to var_group.@count %name = var_group.@seriesname(!i) var {%name}_VAR.ls 1 2 {%name} national mb @ {%name}_VAR.append(svar) @e1 = C(1)*@e1 + C(2)*@u1 {%name}_VAR.append(svar) @e2 = C(3)*...

Wonderful! Thanks a lot. I've managed to create individual matrices with the results of the impulse responses, and combine all these into one big matrix. I'm trying to do the same with the results of the variance decomposition, now. For decomp, however, smat seems to create multiple columns again. I...

I am working with a cumbersome amount of data, and am trying to put together as many batch programs as possible to automate the generation of impulse responses (and, later on, variance decompositions). I have run into a bit of a snag, however, and hope that someone might be able to offer some insigh...