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No luck either

I tried these restrictions:

B(1,1)=1,B(2,1)=0,B(2,2)=1,A(3,1)=0,A(5,1)=0,A(7,1)=0,A(3,2)=0,A(5,2)=0,A(7,2)=0,B(2,3)=0,B(2,5)=0,B(2,7)=0

and also this combination:

B(1,1)=1,B(2,1)=0,B(2,2)=1,A(3,1)=0,A(5,1)=0,A(7,1)=0,B(2,3)=0,B(2,5)=0,B(2,7)=0

Both didn't work.

Thanks for taking time to look through my problem and sorry that was not the correct one. I have now attached the VECM output I intended to post (with B(2,2)=1) which is still not binding.

The results are in the attached file. The first set of VECM output - which reported un-identified CEs - is from imposing weak exogeneity on both CEs (and normalisation). The second set - with identified CEs - is from imposing weak exogeneity on the second CE only, while there is no restriction on th...

I am empirically testing the Monetary Approach to Exchange Rate Determination model w.r.t UK's nominal exchange rate, and using US as the foreign country. In accordance with Johansen's cointegration rank test, 2 possible cointegrating vectors were discovered. I attempted to identify the two equation...