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Структурна векторна авторегресия (SVAR)×Векторна авторегресия (VAR)×
ОбластИконометрияИконометрия
СемействоRegression modelRegression model
Година на възникване19801980
СъздателSims (1980); identification schemes by Blanchard & Quah (1989)Christopher A. Sims
ТипMultivariate time series modelMultivariate time-series model
Основополагащ източникBlanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. link ↗Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48. DOI ↗
Други названияSVAR, structural vector autoregression, identified VAR, structural VAR modelVAR, VAR model, vector autoregressive model, multivariate autoregression
Свързани55
РезюмеStructural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

Към търсенето Изтегляне на слайдове

ScholarGateСравнение на методи: Structural VAR · Vector Autoregression. Извлечено на 2026-06-15 от https://scholargate.app/bg/compare