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VAR model Simulation(linear expectations)

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mirewuti muhetaer
mirewuti muhetaer 2020-1-15
Hello, everybody:
If i have a linear var model: A*E_t Y_{t+1}=B*Y_t +C*V_t, where V_t is error term with normal uniform distribution, A,B and C is already measured. Let us say Y_t=[x1t x2t x3t].
How to simulate so that i will generate simulated data set of Y_t?.
How will i incorporate the expectations in the simulation process?.
will the impulse response function for expected (as shown above) and non-expectated var model the same?.
Thanks.

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