I estimate a VAR model with the growth rates of the real GDP of 10 countries as the endogenoux variables.
I the calculate the impulse and the total cumulated impulses to evalute the impact of each country innovation on the gdp of the other countries.
Now I want to recalculate the impulses responses of the model but with the extra assumption that all the coefficients of one of the equations are set to zero (so as to assume that the country correspoinding to this equation has no influence in the tranmission of impulses).
How can I easily set all the he coefficients of one of the equations to zero before recalculating the impulses ?
Many thanks in adavance