VAR Estimation

[amuller]

Hello everyone.

I'm trying to estimate a VAR model containing 5 variables. However, i'm just interested in the effects that 4 variables have on inflation rate.

My problem is related to the residuals, which fail to be normal distributed in all the five equations of the model. As far as i'm concerned just in the response of inflation to other variables' shocks, could I consider my model well estimated if the equation that has inflation rate as dependent variable has normal residuals and just forget about other equations?

thanks in advance