Hello, i want to identify the fiscal shocks in my dataset using an agnostic sign restriction approach that sets a minimum number of restrictions on impulse responses, while controlling for other macroeconomic shocks (monetary shock, business shock etc). I have reviewed the literature and I know this can be done by implementing Sign and zero Restricted VAR model but I can not find the commands to do that in Stata. I have checked in Stata manuals for Time Series and VAR but no help. Can u please tell me if u know a manual or where I can find these commands.
Thank you in advance!!!
Thank you in advance!!!
