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مدل خودرگرسیون برداری ساختاری (SVAR)×تابع واکنش ضربه (IRF)×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش19802005
پدیدآورChristopher SimsHelmut Lütkepohl
نوعStructural multivariate time-series modelPost-estimation diagnostic
منبع بنیادینSims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48. DOI ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3-540-40172-8
نام‌های دیگرStructural VAR, Identified VAR, SVAR Model, Yapısal Vektör OtoregresyonIRF, Dynamic Multiplier, Shock Response Function, Etki Tepki Fonksiyonu
مرتبط23
خلاصهStructural Vector Autoregression (SVAR) is a multivariate time-series model, developed by Christopher Sims (1980), that extends the reduced-form VAR by imposing economically motivated identifying restrictions on contemporaneous relationships among variables. SVAR enables researchers to isolate orthogonal structural shocks and trace their causal dynamic effects through impulse response functions and forecast error variance decompositions, making it a cornerstone of modern empirical macroeconomics.The Impulse Response Function (IRF) traces the dynamic response of each variable in a Vector Autoregression (VAR) system to a one-unit shock in one of its error terms over a user-specified forecast horizon. It is the primary tool for structural analysis following VAR estimation and is widely used in macroeconomics, monetary economics, and finance to quantify how shocks propagate through interconnected time series systems.
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ScholarGateمقایسهٔ روش‌ها: SVAR · Impulse Response Function. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare