পদ্ধতির তুলনা করুন

	গ্লোবাল ভিএআর	প্যানেল VARX
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	2004	2013
প্রবর্তক	Pesaran, Schuermann, and Weiner	Canova and Ciccarelli
ধরন	International system model	Multi-equation panel model
মৌলিক উৎস	Pesaran, M. H., Schuermann, T., & Weiner, S. M. (2004). Modeling regional interdependencies using a global error-correcting macroeconometric model. Journal of Business and Economic Statistics, 22(2), 129-162.	Canova, F., & Ciccarelli, M. (2013). Panel vector autoregressive models: A survey. Advances in Econometrics, 32, 205-246.
অপর নাম	GVAR, Multi-country VAR	Panel VAR-X
সম্পর্কিত	3	3
সারসংক্ষেপ	Global VAR (GVAR) is a large-scale macroeconomic modeling framework linking multiple countries (or regions) via trade and financial channels, allowing shocks in one country to propagate through the global system. Introduced by Pesaran et al. (2004), it solves the curse of dimensionality in international VAR models by estimating country-specific VARs conditional on foreign variables, then solving a system linking all countries. This approach is invaluable for analyzing global spillovers and international policy coordination.	Panel VARX extends vector autoregression to heterogeneous panels with exogenous variables, enabling simultaneous modeling of multiple endogenous variables alongside observed external factors across many units. Introduced by Holtz-Eakin et al. (1988) and advanced by Canova and Ciccarelli (2013), it captures dynamic relationships within units while allowing parameters to vary across units. This framework is essential for macroeconomic panels and understanding cross-unit heterogeneity in responses to common shocks.