Unrestricted VAR and Simultaneous Shocks

[CarloPH]

I am working on the interaction between monetary policy and macroprudential policy (propensity to tighten). I have six variables including the latter two. I have impulse response functions for each variable already. My question is: how do I go about simultaneous shocks of monetary and macroprudential policy? How do I get the monetary+macroprudential policy impulse response functions? Thanks. All inputs will be highly appreciated. :D