IRIS Toolbox Reference Manual

SVAR

Convert reduced-form VAR to structural VAR

Syntax

[S,DATA,B,COUNT] = SVAR(V,DATA,...)

Input arguments

Output arguments

Options

Description

Identification random Householder transformations

The structural impact matrices B are randomly generated using a Householder transformation algorithm. Each matrix is tested by evaluating the test string supplied by the user. If it evaluates to true the matrix is kept and one more SVAR parameterisation is created, if it is false the matrix is discarded.

The test string can refer to the following characteristics:

Example