SKEWNESS?

[tesis]

Hello
I have a VAR model with 17 variables, but the SKEWNESS for the most part of the variables show many high asymetries.
Also many of them have a high grade of KURTOSIS, and 12 out of 17 variables are STATIONARY.
1. Can these problems have an important impact on the model?

2. Please, who can tell me some standard procedure to check if the model is correct?

3. What ca i do if, i can´t make the impulse responses due to a "near singular matrix"?

Thanks