*! version 16.0 18march2021

[VAR-NR] shock_create() -- Initialize object storing sign restrictions on impulse responses to structural shocks

Syntax

transmorphic scalar
shock_create(struct var_struct scalar VAR)

Description

shock_create(VAR) outputs an associative array containing an
array to be populated with the names of the structural shocks using
shock_name() and a matrix to be populated with information on
the sign restrictions on the impulse responses to the shocks using
shock_set(). When initialized, all shocks are left unrestricted,
which means shock_set() does not need to be run for any shocks
the user does not wish to restrict. The output of this function, once populated,
is the S object fed into sign_restrict().

Remarks

shock_create() can be called in Stata using function
var_nr_shock_create.

For an overview of functions in the toolbox, see

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

Sources

Code for this function is adapted from Ambrogio Cesa-Bianchi's VAR Toolbox.
Code follows Kilian and Lutkepohl's notation in
Structural Vector Autoregressive Analysis (2016).