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st: cumulative structural impulse response functions


From   Nadine Grieger <Nadine.Grieger@wifo.ac.at>
To   statalist@hsphsun2.harvard.edu
Subject   st: cumulative structural impulse response functions
Date   Tue, 12 Feb 2008 13:11:02 +0100

Hi.

by using a svar framework in Stata10, I am interested to create cumulative structural impulse response functions.
But in Stata there is the objective sirf after using svars, but they are not cumulative. There are also objectives for cumulative irfs (cirf or corif), but do they account for my long run restriction, in other words, are they structural as well?
(There is a similar question in the FAQs on Fri, 20 Feb 2004 18:58:02, but the answer did not consider the structural item.)

I heard about self constructed csirf, but I do not know how to do it. Is there anybody who did it already?

Thanks a lot.
Nadine




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