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Indeed, cointegration form is the same as short run equation ( at least in ARDL context). The important in the results of the cointegration form is the significance and magnitude of the Error Correction Term (CointEq). This should be significant, negative and no less than -1 (between 0 and -1).

I'm trying to estimate an SVAR model following the Blanchard and Perotti strategy. I have read the papers of Blanchard and Perotti (2002), Perotti (2002) and Raffaela, Momigliano, Neri and Perotti (2007), which use the same methodology. I understood that Blanchard and Perotti estimated all equations...