I am trying to specify an IS curve in my impact matrix for my structural var. In my structural VAR, I'm trying to estimate the effects of inflation on inequality (the theta term), but I'm stuck with programming the IS relation. The image below shows in more detail what I'm trying to do. Instead of using GDP, I'm using the percentage change in consumption. Unfortunately, I cannot simply subtract inflation from the nominal interest in order to get the real interest rate as I need to keep inflation and nominal interest explicit. In order to get the real interest rate, I need to have the parameter on inflation and interest to be the same, but opposite value (specifically, I need inflation to have a positive value and nominal interest to have negative in order to get the negative real interest rate). This is represented by the alpha terms below. If the alphas are the same value, but opposite signs, they can be added to equal the real interest rate.

Does anyone know a way I could program this? I know the option acns for the SVAR code allows one to make the parameters equal, but I'm not sure how to make them equal value but different signs.

My code thus far is the following (right now I have the "alphas" free):

matrix Structure = (1,0,0,0,.,0,0\.,1,0,0,.,-.,.\.,.,1,0,.,0,0\.,0,0,1,.,0,0\1,0,-1,0,1,0,0\0,.,0,0,0,1,.\0,.,0,0,0,0,1)
matrix C = (1,0,0,0,0,0,0\0,1,0,0,0,0,0\0,0,1,0,0,0,0\0,0,0,1 ,0,0,0\0,0,0,0,1,0,0\0,0,0,0,0,1,0\0,0,0,0,0,0,1)

svar inflation theta i dlclr dlc dlt spread, aeq(Structure) beq(C) difficult technique(bfgs)

Where i is the nominal interest rate, inflation is inflation, and dlc is the percent change in consumption (I can list the other variables if it's important, but I don't think it is). This code corresponds to the image below.

Thank you
Array