Structural shocks from SVAR

2009-11-24
2013-04-30
  • Erhanfadli Azrai

    Hi,

    How can i recover structural shocks from the SVAR computations?
    i know that u1,u2… up are residuals from VAR estimates.

    Any thought?

     
  • Erhanfadli Azrai

    Nevermind, got it already.

     

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