Hello
I am estimating an SVAR model with growth, taken as the first difference of log(GDP) and inflation, taken as the first difference of log(GDP deflator). Using information criteria, I found an optimal lag of 1 for my model. I used a Blanchard-Quah long run restriction, fixing a matrix C. I ran my SVAR and created IRFs for my variables using irf create. My graphs are expressed in terms of the FD variables but I would like to have the variables in level on the Y axis, namely GDP and GDP deflator. Do you know if there is a built-in command in stata to do so ?
Here is an example of my IRFs. I have also attached my do-file to this post. Any help would be much appreciated. Thank you.
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