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  • Structural IRF with negative impulse

    Hello!
    I computed a structural IRF after a svar model, but when looking at irf table the first raw shows a negative impulse. Can someone explain me where does stata find the level of shocks to impulse? I thought it was the residual standard error, but it should have been positive then...
    Besides, does someone know how to make stata impulse a shock of 1 in a structural IRF case? It would really help, thank you!

  • #2
    See https://blog.stata.com/2016/02/18/ve...ence-in-stata/

    In particular, the Inference: Impulse response functions section.

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    • #3
      Thank you very much! The document was very helpful!

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