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Structural VAR/Evidence
Method evidence record

Structural VAR

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.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Structural Vector Autoregression
Taxonomic method record · regression-model / econometrics
  • Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. · URL
  • Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1-48. · DOI 10.2307/1912017
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketARMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketDynamic Panel Data Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketGranger Causality Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Autoregressionmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Error Correction Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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