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st: How to change shock size in VAR


From   syed hussain <smhshm@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to change shock size in VAR
Date   Sat, 9 Feb 2013 09:26:12 +0500

Dear All,

I am running a reduced form VAR on 3 variables. When I get the impulse
response functions, it takes the initial change in the shock variable
to be +1 percentage point. Is there a way to change the size of this
initial shock? I want to see whether small and big shocks have the
same effects (linear).

Thank you
Syed
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