Method evidence record
FAVAR
FAVAR is a multivariate time-series model that first compresses information from a very large set of variables into a few common factors, then includes those factors alongside the observed variables in a vector autoregression. It was introduced by Bernanke, Boivin and Eliasz in 2005 to study monetary policy using hundreds of macroeconomic indicators at once.
Evidence statusSources recorded, not reviewedBibliographic sources are present. Claim-level evidence review has not been performed.
Source record
Recorded
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
Factor-Augmented Vector Autoregression
Taxonomic method recordregression-modeleconometrics
Open full method2 recorded citations, copied from the method source record.
Curated claims
Assessed
Claims persisted in the evidence ledger, each with its own assessment.
No curated claims yet
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Related methods
Suggested4
Generated from the method graph and shown as machine-suggested relations. No evidence claim is inferred.
- Same method familyMarkov-Switching Model
machine-suggestedRelational suggestion, not evidence.
- Same method familyOLS Regression
machine-suggestedRelational suggestion, not evidence.
- Same method familyThreshold and Smooth-Transition VAR
machine-suggestedRelational suggestion, not evidence.
- Same method familyVAR Model
machine-suggestedRelational suggestion, not evidence.