I'll illustrate the difference of syntax between threeparttable for ordinary tabulars and threeparttablex, to be used for tables that break across pages. I added some improvements with \extrarowheight and the rules from booktabs which introduces rules with varying thickness and adds some vertical padding for these rules:
\documentclass{article}\usepackage{array, booktabs, caption, longtable, booktabs, makecell}\usepackage{csquotes}\usepackage{float}\usepackage[flushleft]{threeparttablex}\begin{document}\setlength{\extrarowheight}{2pt}\begin{ThreePartTable} \centering\begin{TableNotes}\small\item\hskip -\fontdimen2\font\textit{Note}: This table shows the sign restrictions on the impulse responses for each identified shock. A \enquote{$+$} means that the impulse response of the variable in question is restricted to be positive for six months following the shock, including the month of impact. Likewise, a \enquote{$-$} indicates a negative response. A blank entry indicates that no restrictions have been imposed.\end{TableNotes}\begin{longtable}{l*{6}{c}r}\caption{Identifying Sign Restrictions}\\ \toprule& \makecell{Gov.\\ Rev} & \makecell{Gov.\\Exp} & \makecell{Interest\\ Rate} & DFPA & GDP & Inflation \\ \midrule\endfirsthead\midrule& \makecell{Gov.\\ Rev} & \makecell{Gov.\\ Exp} &\makecell{Interest\\ Rate} & DFPA & GDP & Inflation \\ \midrule\endhead\bottomrule\insertTableNotes\endlastfoot \textit{Business Cycle shock} & +& & & & +& + \\ \textit{Monetary Policy shock} & & & $-$ & & +& + \\ \textit{DFPA shock} & +& $-$ & & $-$ & & \\\end{longtable}\end{ThreePartTable}\begin{table}[!h]\begin{threeparttable}\centering\caption{Identifying Sign Restrictions}\begin{tabular}{@{}l*{6}{c}@{}} \toprule& \makecell{Gov.\\ Rev} & \makecell{Gov.\\ Exp} & \makecell{Interest\\ Rate} & DFPA & GDP & Inflation \\ \midrule \textit{Business Cycle shock} & +& & & & +& + \\ \textit{Monetary Policy shock} & & & $-$ & & +& + \\ \textit{DFPA shock} & +& $-$ & & $-$ & & \\\bottomrule\end{tabular}\begin{tablenotes}\small\item\hskip -\fontdimen2\font\textit{Note}: This table shows the sign restrictions on the impulse responses for each identified shock. A \enquote{$+$} means that the impulse response of the variable in question is restricted to be positive for six months following the shock, including the month of impact. Likewise, a \enquote{$-$} indicates a negative response. A blank entry indicates that no restrictions have been imposed.\end{tablenotes}\end{threeparttable}\end{table}\end{document}