Impulse response for a restricted SVAR

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adfung
Posts: 5
Joined: Thu Feb 25, 2010 7:28 pm

Impulse response for a restricted SVAR

Postby adfung » Tue Oct 12, 2010 4:30 pm

Given that the VAR function cannot handle restrictions on lag coefficients and this can only be done equation by equation in a system, the question I now have is whether there is a convenient way to create impulse response functions for a system?
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