Sammenlign metoder

	Nonlineær Strukturel Vektor Autoregression (NL-SVAR) Model	Strukturel Vektor Autoregression (SVAR)
Fagområde	Økonometri	Økonometri
Familie	Regression model	Regression model
Oprindelsesår	1990s–2010s	1980
Ophavsperson	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Sims (1980); identification schemes by Blanchard & Quah (1989)
Type	Multivariate nonlinear structural time series model	Multivariate 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.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Aliasser	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Relaterede	6	5
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.	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.