Singular VAR

[SX26]

Hi,
I'm working with data that have been proved to be correlated previously many times in literature.
I'm running a VAR with some sort of money demand, inflation, interest rate and exchange rate.
I think I'm getting a singular system as the residual covariance matrix is around 3.4e-19 (which is something like 0 I guess).

Anybody have any idea how to fit this system better? or do you think maybe there's something wrong with my data?

Any suggestions on how I can get proper results?

thank you