how can they place co-efficient in VAR model?

[ravikan]

If we have already known the co-efficient, what should we do? Do you have any example? Since I read Engle and West (2006)- Taylor rules and the deutschmark-Dollar real exchange rate, They use VAR model ,but they have already known all of co-efficient (ɣq, ɣπ, ɣy). I don’t understand, how can they place co-efficient in VAR model? Could you give me explanation? Or could you give me reference book name that talk about this topic?

[EViews Gareth]

You cannot do that in EViews

[ravikan]

Why I cannot do it by using EVIEWS?
If I use others application such are RATS or R, can I do it?
More question, Do you have reference book name that talk about this topic?

I think, if Engle and West can do it in 2006, we still can do it BUT now I don't know.

Do you have any suggestion?

[startz]

You cannot pre-set coefficients using EViews VAR object. You may be able to do what you want using the System object, depending on what you want to do.