EViews.com

Dear members, I have hypothesis that A affect B, B affect C, and C affect D. While A, B, C can affect in reverse way with a lag, I would like to make the VAR so that D does not give any feedback to A, B, C. So, A -> B -> C -> D, but D // C-> B->A, with a lag (so Cholesky decomposition does not do it...

Thank you, BobJ (and I am sorry I did not reply for long).

Sorry for my ignorance and non-technicality here. I know the idea of VAR is (of C-decomposition) A affects B with lags, B affects C with lags, and so on. BUt is it possible to construct or write a code so that A affects B and C at the same time, which simulutenously affect D? I think it is a matter ...