*! version 16.0 18march2021

[VAR-NR] nr_create() -- Initialize object storing narrative sign restrictions on historical decomposition

Syntax

transmorphic scalar
nr_create(struct var_struct scalar VAR)

Description

nr_create(VAR) outputs an associative array containing an
array to be populated with with information on the narrative sign restrictions
on the historical decomposition of the structural shocks. The output of this
function, once populated, is the nsr object fed into
narr_sign_restrict().

Remarks

nr_create() can be called in Stata using function
var_nr_narr_create.

For an overview of functions in the toolbox, see

[VAR-NR] var_nr Toolbox -- Stata functions and Mata functions.

Sources

Code implements narrative sign restriction identification as proposed by
Antolin-Diaz and Rubio-Ramirez in Narrative Sign Restrictions for SVARs
(2018). Code follows Kilian and Lutkepohl's notation in
Structural Vector Autoregressive Analysis (2016).