MONTESVAR.RPF

[msrahman]

Hello,

I am using MONTESVAR.RPF to produce impulse responses for a structural VAR. It is using by default one standard deviation shock, but if I want to use two standard deviation shock, how can I do that?

Thanks.

msrahman

[TomDoan]

Multiply by 2 on the FACTOR option:

impulse(noprint,model=varmodel,factor=fsigmad*2,results=impulses,steps=nstep) nvar