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i cannot figure the difference between a VAR (vector autoregressive) and the Structural VAR (SVAR). Beside the math, I would like to have a simple explanation of how the SVAR differs from the VAR.

Moreover, I also don't understand what is the magnitude of the shock in the impulse response function. I mean, when I run the impulse response function in R, it gives as result several plots which show the response of one variable given a shock on another variable. The question is, what shock does R accounts for? Is it a 1% shock or calculated in some other way? Is there a way to input in the irf an arbitrary shock? (say 5%)

I would be very grateful if anyone can help me out with this.

Thanks

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