পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| ফুরিয়ার ভিএআর মডেল (Fourier VAR Model)× | কাঠামোগত ভেক্টর অটোরিগ্রেশন (SVAR)× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর≠ | 2010s | 1980 |
| প্রবর্তক≠ | Enders & Lee; extended by Nazlioglu and others to VAR systems | Sims (1980); identification schemes by Blanchard & Quah (1989) |
| ধরন≠ | Multivariate time-series model | Multivariate time series model |
| মৌলিক উৎস≠ | Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599. DOI ↗ | Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. link ↗ |
| অপর নাম | Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR | SVAR, structural vector autoregression, identified VAR, structural VAR model |
| সম্পর্কিত≠ | 6 | 5 |
| সারসংক্ষেপ≠ | The Fourier VAR model extends the standard Vector Autoregression by replacing fixed deterministic terms with Fourier trigonometric components, allowing the intercept (and optionally the trend) to shift gradually and smoothly over time. This eliminates the need to pre-specify the number, timing, or shape of structural breaks in a multivariate time-series system. | Structural 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. |
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