Jan P.A.M. Jacobs and Kenneth F. Wallis, "Comparing SVARs and SEMs: Two
Models of the UK Economy", Journal of Applied Econometrics, Vol. 20, No. 2,
2005, pp. 209-228. 

Early versions of the two models studied in this article were deposited at
the ESRC Macroeconomic Modelling Bureau at the University of Warwick as
part of the contractual obligations imposed on the two modelling groups
and the Bureau by the Economic and Social Research Council (UK), which
supported all three groups.  The ESRC programme ended in 1999, and no
public archive has been maintained at Warwick.  Continuing access to the
models for the purpose of this article was granted by the model proprietors, 
who are willing to grant similar access to bone fide researchers.

For the SVAR model of Garratt, Lee, Pesaran and Shin see

   http://www.econ.cam.ac.uk/faculty/pesaran/ukm99.zip
   
and for the COMPACT model, see 

   http://www.ex.ac.uk/~swrenlew/welcome1.htm .