/* Short-run Zero Restrictions */ clear * use data_shortrun tsset date // estimate var var Inflat Unempl FedFunds, lags(1/2) exog(trend trendsq) var_nr oir, varname("VAR") optname("opts") lintr(trend) quadtr(trendsq) // estimate var var Inflat Unempl FedFunds, lags(1/2) exog(trend trendsq) var_nr oir, varname("VAR") optname("opts") lintr(trend) quadtr(trendsq) mata // IRF IRF = irf_funct(VAR,opts) IRFB = irf_bands_funct(VAR,opts) // FEVD FEVD = fevd_funct(VAR,opts) FEVDB = fevd_bands_funct(VAR,opts) // HD HD = hd_funct(VAR,opts) // plot all of the above irf_plot(IRF,IRFB,VAR,opts) fevd_plot(FEVD,FEVDB,VAR,opts) hd_plot(HD,VAR,opts) end