I am trying to obtain a list of the historical decomposition of my SVAR (with long run restrictions) model from R.
I read about the code hd below, from the SVAR package, however it can only be used VAR estimates, not SVAR estimates. Any guidance would be greatly appreciated.
v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" )
x1 <- id.dc(v1)
x2 <- hd(x1, series = 2)
keywords: VAR, SVAR, VARS, Blanchard, BQ, R Studio