{smcl} {* *! version 16.0 18march2021}{...} {p2colset 1 16 18 2}{...} {p2col:{bf:[VAR-NR] var_nr_narr_create} {hline 2}}Initialize object storing narrative sign restrictions on historical decomposition {p_end} {p2colreset}{...} {marker syntax}{...} {title:Syntax} {p 8 12 2} {cmd:var_nr_narr_create} {cmd:,} {cmd:} {opt var:name("string")} {opt nsr:name("string")} {marker description}{...} {title:Description} {p 4 4 2} {cmd:var_nr_shock_create} initializes an object that can be loaded with narrative sign restrictions on the VAR specified in {opt var:name} named {opt nsr:name}. The object is populated with narrative sign restrictions on the historical decomposition of the structural shocks using {help var_nr_narr_set:var_nr_narr_set}. The output should ultimately be fed into {help var_nr_sign_restrict:var_nr_sign_restrict}. {marker remarks}{...} {title:Remarks} {pstd} {cmd:var_nr_narr_create} runs the Mata function {bf:{help nr_create:nr_create}}. {p 4 4 2} For an overview of functions in the toolbox, see {bf:[VAR-NR] var_nr Toolbox {hline 2} {help var_nr_stata_functions:Stata functions} and {help var_nr_mata_functions:Mata functions}}. {marker source}{...} {title:Sources} {p 4 4 2} Code implements narrative sign restriction identification as proposed by Antolin-Diaz and Rubio-Ramirez in {it:Narrative Sign Restrictions for SVARs} (2018). Code follows Kilian and Lutkepohl's notation in {it:Structural Vector Autoregressive Analysis} (2016). {p_end}