I try to bring my dog in the house (yes hunting dogs in the house) for a brief time as a pup. This seems to build an additional layer of trust with humans and the pup and create a certain boldness in pups that lasts a lifetime. Just doing these two things I have never raised a gun shy dog.
The equation that equals a gun shy dog is a dog that is lacking confidence in the handler and is frightened by sounds and especially from sounds created by the handler. Some small steps at a young age can almost certainly eliminate shy traits in pups--but not always.
The only chance of reversing this shyness is for the dog to associate loud noises with a positive result. I would reccomend using this method if the dog is older then two years old. The dog has to make the conscious decision to not be afraid, so do not try to hold the dog in a confined space or on a short lead to "break" them of being gun shy. These efforts would almost certainly intensify shy traits. It is not a matter of breaking a dog, or willing them to see things the handlers way. Dogs must be allowed to be able to flee if they feel the urge to do so --this is how they have learned to deal with their fear--they must learn a new way to handle their fear or to erase it altogether. The only way to accomplish this is to teach the dog to associate something it held as a fear as a positive.
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hua hin resortequipoise