Variable interaction in VAR

[henriqueld]

Good afternoon,

I'm estimating a VAR model and am wondering if there is any way to add a variable that interact with another variable. That is, given the variable vector below:

y=(Raw materials, Credibility, 12m GDP,
Output gap, Persistency, ER variation, ER volatility, Inflation)’

What I am estimating here is the exchange rate pass-through to inflation. But I would like to add a measure that concerns the interaction between Persistency and the ERPT itself (which is the response of Inflation to an impulse in the ER variation). Is this possible?

Thanks!

[EViews Gareth]

I'm not sure I understand the question. But you should be using a System object rather than a VAR.