How to manually conduct a historical decomposition of shocks from an SVAR Model in R

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醉梦人生
醉梦人生 2021-01-28 06:49

I have the following xts dataset in R, which I\'m using to build an SVAR model.

data <- structure(c(1.54054238132604, 5.22775636647117, 1.75154671443607, 
-4.0         


        
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