SVARSIRF: Stata module to compute structural impulse response function after SVAR

Gregorio Impavido ()

Statistical Software Components from Boston College Department of Economics

Abstract: svarsirf calculates the SVAR structural impulse response function (SIRF) and its asymptotic standard errors (SE). It produces the same results as -irf create- but it is much faster as results are reported in matrix format and not saved to the disk. This makes the command very suitable for exercises that involve loops like testing for sign restrictions.

Language: Stata
Requires: Stata version 10
Keywords: structural VAR; impulse response function; IRF (search for similar items in EconPapers)
Date: 2015-08-30
Note: This module should be installed from within Stata by typing "ssc install svarsirf". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/svarsirf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/svarsirf.sthlp help file (text/plain)

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