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system(model=bivar)
variables y x
lags 1
end(system)

estimate(noprint,resid=resids)
declare rect[real] beta
compute beta =||alpha,0.0|0.0,0.0||
compute %modelsetcoeffs(bivar,beta)
*Set variance-covariance matrix
compute f=%identity(2)

*Calculate IRFs for error term e_t
impulse(model=bivar,steps=nsteps,factor=f,results=baseirfs,noprint)

*calculate IRFs for dummy from IRFs for error
set IRFD1 = beta_0*baseirfs(1,1)+beta_1*baseirfs(1,1){1}

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linreg(define=yeqn) y
# y{1} dummy{0 1}
equation(empty) dummyeqn dummy 
model bimodel yeqn dummyeqn
impulse(model=bimodel,shocks=||0.0,1.0||,results=responses,steps=nsteps)

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*Combine two equations and calculate IRF for dummy
group bimodel yeqn dummyeqn
impulse(noprint,model=bimodel, shocks=||0.0,1.0||, results=baseirfs,steps=nsteps)

*Set up for Bootstrapping to obtain confidence bands for IRFs
compute nvar=%modelsize(bimodel)
declare vect[series] udraws(nvar) resample(nvar)
compute rstart=%regstart(),rend=%regend() 

*Set up the parallel system for the resampled data
do i=1,nvar
set resample(i) = %modeldepvars(bimodel)(i){0}
end do i
equation yeqn1 resample(1)
# resample(1){1} resample(2){0 to 4}

equation(empty) dummyeqn1 resample(2)

group bootmodel yeqn1 dummyeqn1
system(model=bootmodel)
end(system)

declare vect[rect] %%responses
dim %%responses(bootdraws)
declare rect[series] impulses(nvar,nvar)
declare vect ix

infobox(action=define,progress,lower=1,upper=bootdraws) "Bootstrap Simulation"
do draw=1,bootdraws
*Draw a bootstrapped sample
boot entries rstart rend
do i=1,nvar
set udraws(i) rstart rend = resids(i)(entries(t))
end do i

forecast(paths,model=bimodel,from=rstart,to=rend,results=resample)
# udraws

*Estimate the model with resampled data
estimate(noprint,noftest,cvout=v)
impulse(noprint,model=bootmodel,cv=v,results=impulses,steps=nsteps)

*Store the impulse responses
dim %%responses(draw)(nvar*nvar,nsteps)
ewise %%responses(draw)(i,j)=ix=%vec(%xt(impulses,j)),ix(i)
infobox(current=draw)

end do draw
infobox(action=remove)

@mcgraphirf(model=bimodel,center=input,impulses=baseirfs,percent=||.01,.16,.84,.99||,footer="Figure. 68% and 98% other-percentile bootstrap bands")

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linreg(define=baseeqn) y
# y{1} dummy{0 1}
*
modify baseeqn yeqn
vreplace y with yboot
set yboot = y
equation(empty) dummyeqn dummy 
group bimodel yeqn dummyeqn
*
compute ndraws=10000
compute nsteps=20
*
declare vect[rect] %%responses
*
dim %%responses(ndraws)
do draw=1,ndraws
   uforecast(boot,equation=baseeqn) yboot
   linreg(equation=yeqn,noprint)
   impulse(model=bimodel,shocks=||0.0,1.0||,results=impulses,steps=nsteps,noprint)
   dim %%responses(draw)(2,nsteps)
   ewise %%responses(draw)(i,j)=ix=%vec(%xt(impulses,j)),ix(i)
end do draws
*
@mcgraphirf(model=bimodel,shocklabels=||"To Dummy"||,varlabels=||"Y"||,include=||1||)