SVAR Blanchard and Perotti methodology

[Enex]

I'm trying to estimate an SVAR model following the Blanchard and Perotti strategy. I have read the papers of Blanchard and Perotti (2002), Perotti (2002) and Raffaela, Momigliano, Neri and Perotti (2007), which use the same methodology. I understood that Blanchard and Perotti estimated all equations using OLS(or IV in the case of GDP equation) and then use the A and B matrices to generate the IRFs. My questions are the following:

1) Standard books such as Lutkepohl (New introduction to Multiple Time Series Analysis) pag 372, suggest that an AB model should be estimated through maximum likelihood method. If I try to estimate the same model of Blanchard and Perotti using maximum likelihood method, then the restriction a2=0 (or b2=0) is not necesary. Am I right?

2) If the statement above is right, then c1 and c2 can be estimated via maximum likelihood (together with a2 and b2), too. Could I follow a mixed procedure? It means that for instance: I estimate c1 and c2 using Blanchard and Perotti procedure and then estimate a2 and/or b2 using maximum likelihood.

3) What is the best method to estimate an AB model? Why?

4) When the variables are in log-level form, is necessary to divide the IRFs to the average fiscal variable - output ratio. This ensure that the IRFs have the interpretation of fiscal multipliers. I understand the maths of this. However, one specification of Blanchard and Perotti set the variables in log-differences. Is necessary any transformation of the impulse response funtions to get these as fiscal multipliers? What transformation?