Sammenlign metoder

	Nonlineær Strukturel Vektor Autoregression (NL-SVAR) Model	Nonlineær VAR-model
Fagområde	Økonometri	Økonometri
Familie	Regression model	Regression model
Oprindelsesår	1990s–2010s	1990s–2000s
Ophavsperson	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Tsay (1998); Krolzig (1997); Tong (1990) for threshold framework
Type	Multivariate nonlinear structural time series model	Multivariate nonlinear time series model
Oprindelig kilde	Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), 267–358.	Tsay, R. S. (1998). Testing and modeling multivariate threshold models. Journal of the American Statistical Association, 93(443), 1188–1202.
Aliasser	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	NLVAR, nonlinear vector autoregression, threshold VAR, TVAR
Relaterede	6	4
Resumé	The Nonlinear Structural VAR model extends the standard SVAR framework to allow structural relationships and dynamic responses to vary across economic regimes or states of the world. By imposing nonlinear transition mechanisms — such as threshold switching or smooth regime change — it captures asymmetric responses to shocks that a linear SVAR cannot detect.	The Nonlinear VAR (NLVAR) model extends the standard vector autoregression by allowing the dynamic relationships among multiple time series to switch or change smoothly depending on an observed threshold variable, a latent regime state, or a smooth transition function. It is used when economic systems exhibit asymmetric responses, regime shifts, or state-dependent dynamics that a linear VAR cannot capture.