If somebody know how to get the impulse responses for a shift in regime using
MSVAR as explained in Krolzig and Toro (2000) and Artis et al. (1999) I would
really appreciate some help.
I need to know how to get those responses and exactly where to place the
command so that MSVAR can provide that information. In the MSVAR manual,
Krolzig says that getting the impulses may be complicated. I am working in
batch mode.
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