VAR model Simulation(linear expectations)

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.