Authors and guest post by Davaajargal Luvsannyam and Ulziikhutag Munkhtsetseg
In our previous blog entry, we discussed the sign restricted VAR (SRVAR) add-in for EViews. Here, we will discuss imposing a further zero restrictions on the impact period of the impulse response function (IRF) using the ARW and SRVAR add-ins in tandem.
