Return Decomposition

[MJJ]

Hello guys

I wonder if anybody is familiar with return decomposition model developed by Campbell and Shiller (1988). This study uses VAR to decompose unexpected return into cash flow and discount rate news. I actually read the article several times and was lucky enough to find the data, but I wasn't successful to replicate the study in Eviews. I can do the VAR, but I have no clue how it is then used for decomposition.

I really appreciate your kind assistance in this issue. Feel free to ask for further info. Tq