Recovering structural shocks

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arpaial
Posts: 7
Joined: Wed Sep 23, 2009 2:49 pm

Recovering structural shocks

Postby arpaial » Wed Sep 23, 2009 2:56 pm

I would like to recover the structural shocks and compute the historical decompositon from a SVAR with identification à la Blanchard and Quah. I'm able to estimate the IRF but not the structural shocks. I would appreciate your help on this

Kind Regards
Alfonso Arpaia
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