Estimating a Panel VAR using the stat pvar package

Question:

Hı!, I'm estimating a Panel VAR using the stat pvar package which estimates homogenous pvar. How can I get irf for individual country answe this question?

Source: Research gate

You may take the following actions to get impulse response functions (IRFs) for particular countries in a panel VAR estimated with the pvar package:

Estimate the Panel VAR: 

The panel VAR model should first be estimated using the pvar program, with the correct specifications, lag length, and other pertinent options. As a result, You will receive the panel VAR model's coefficients.

 Extract Country-Specific Data: 

Take the data from your panel dataset that is particular to each country. This often entails dividing the dataset according to the target nation.

Generate Impulse Variables: By constructing appropriate identifying shocks, create impulse variables for every country. These shocks serve as each country's innovation or impulse.

Compute Impulse Response Functions: 

Generate the impulse response functions for each country using the estimated panel VAR coefficients and the impulse variables that are unique to that country. This may be accomplished by using the relevant functions or processes inside the pvar package or by using additional packages like vars or irf.

Plot and Analyze the IRFs:

Last but not least, plot and examine the IRFs for each nation separately. You may then observe how each country's variables change over time in response to the indicated shocks.

Researchers are requested to comment on the above discussion so that an improved response can be delivered to the community.