Impulse response function after SVAR with exogenous variable

[Mila Chu]

Hi,

I'm trying to run the SVAR model with exogenous variables.

A Y(t) = α+βy Y(t-1) + (d(t) +s(t)) + v(t)

where d(t) and s(t) are exogenous variables.

Now, I would like to see the impulse response function (IRF) of the impact of an exogenous variable on each endogenous variable after running SVAR model.

I know that we can run IRF after VAR with an exogenous variable with the command

 irf graph dm

But it doesn't work with SVAR.

Any advice on how can I capture the IRF of exogenous on endogenous variable with SVAR model?

Thank you

[Justin Niakamal]

Any advice on how can I capture the IRF of exogenous on endogenous variable with SVAR model?

Afraid not. Dynamic multipliers are only available after var.
See the table on page 5 of irf create.

https://www.stata.com/manuals/tsirfc...df#tsirfcreate