Researchers have developed tools to analyze historical decompositions and impulse response functions in (S)VAR models using Stata. They focus on computing cumulative structural impulse responses for SVAR models with long-run restrictions. These responses show how the levels of variables react to identified structural innovations. The tools also allow for asymmetry in error bands when estimating impulse response functions. Additionally, a package is created to compute historical decompositions of variables based on estimated structural shocks. These tools can be used to determine the equilibrium Chinese real exchange rate.