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st: SVAR Impulse-Response


From   Sergio Poblete <spoblete@hacienda.gov.cl>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: SVAR Impulse-Response
Date   Thu, 25 Feb 2010 14:57:03 -0300

Dear all,

I estimate a SVAR and I want to compute its impulse-response function.  The traditional way with irf create and then to do tables an graph doesn't work because the program  seems busy for a long time.  The SVAR contain 12 endogen variables and the data is quaterly since 1990 to 2008.
Is there another way to obtain impulse response for a SVAR? Do you recommend another thing in order to do this exercise faster?

Thanks a lot for your help.

Sergio Poblete

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