Vertaile menetelmiä

	Fourier SVAR (Fourier Structural Vector Autoregression) -malli	Vektorien autoregressiomalli (VAR-malli)
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	2010s	2005
Kehittäjä	Extension of Sims (1980) SVAR framework with Fourier-series smoothing, developed across multiple authors in 2010s	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tyyppi	Structural time-series model	Multivariate time-series model
Alkuperäislähde	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Rinnakkaisnimet	Fourier SVAR, Fourier structural VAR, Fourier-approximation SVAR, frequency-domain SVAR	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Liittyvät	3	4
Tiivistelmä	The Fourier SVAR model integrates Fourier series approximations into the structural VAR framework, allowing the model to capture smooth, gradual structural breaks and time-varying dynamics in multivariate time series without requiring a priori knowledge of break dates. It recovers structural shocks and their propagation effects while remaining robust to low-frequency parameter drift.	Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).