Sammenlign metoder

	Bayesiansk Strukturel VAR (B-SVAR) Model	Strukturel Vektor Autoregression (SVAR)
Fagområde	Økonometri	Økonometri
Familie	Regression model	Regression model
Oprindelsesår	1998–2005	1980
Ophavsperson	Sims & Zha (1998); Uhlig (2005) for sign-restriction identification	Sims (1980); identification schemes by Blanchard & Quah (1989)
Type	Structural multivariate time-series model	Multivariate time series model
Oprindelig kilde	Sims, C. A., & Zha, T. (1998). Bayesian methods for dynamic multivariate models. International Economic Review, 39(4), 949–968.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Aliasser	Bayesian SVAR, B-SVAR, Bayesian structural VAR, Bayesian identified VAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Relaterede	6	5
Resumé	The Bayesian Structural Vector Autoregression model combines the structural identification of SVAR with Bayesian prior distributions over parameters. It estimates causal impulse responses between multiple time series while incorporating prior economic knowledge and producing full posterior uncertainty bands rather than point estimates alone.	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.