Non-Linear VAR code?

[lostumbo]

Does someone have code to implement a non-linear VAR? I am looking for something where the size and sign of the shock can induce asymmetric responses on the variables of the model. I don't have any experience with non-linear VARs, but I think code from Weise (JMCB, 1999) that implements a Logistic Smooth Transition VAR would work. Thanks in advance for the help.

[ngumus]

Does someone have replication code of Weise (1999) "The asymmetric effects of monetary policy: a nonlinear vector autoregression approach"Journal of Money,Credit and Banking, 31, 85-107.
Thanks in advance for any help