*! version 16.0 18march2021

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

Syntax

var_nr_shock_create
,

varname("string")
srname("string")

Description

var_nr_shock_create initializes an object that can be loaded with sign
restrictions on the VAR specified in varname named srname. The
object is populated with sign restrictions on the impulse responses to the
structural shocks using var_nr_shock_set and the shocks
are named for the purpose of plotting, if desired, using
var_nr_shock_name. The output should ultimately be fed
into var_nr_sign_restrict.

When var_nr_shock_create is run, all signs on the impulse responses are
left unrestricted. Any impulses that are not explicitly restricted by
var_nr_shock_set are left unrestricted.

Remarks

var_nr_shock_create runs the Mata function
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).