Recovering structural shocks
Posted: 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
Kind Regards
Alfonso Arpaia