*! version 16.0 18march2021

[VAR-NR] var_nr_shock_name -- Input names of structural shocks (for plotting)

Syntax

var_nr_shock_name
,

labels("string")
srname("string")

Description

var_nr_shock_name allows the user to name the structural shocks of the SVAR
that will be sign-identified by the restrictions outlined in srname. Names
should be entered in labels as a string separated by commas.

The number of names in labels should be equal to the number of endogenous
variables and should be entered in the order that these variables were entered
when var was initially run. For example, if the user ran
"var inflation unemployment", labels should be specified as
("Supply Shock,Demand Shock").

If the user does not wish to name a given shock, its slot in labels
should be filled with an empty string: "". For example, to name the supply shock
but not the demand shock shown above, labels should be specified as
("Supply Shock,").

Remarks

var_nr_shock_name runs the Mata function
shock_name().

For an overview of functions in the toolbox, see

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

Sources

Code follows Kilian and Lutkepohl's notation in
Structural Vector Autoregressive Analysis (2016).