Comparer des méthodes

	Fonction de Réponse Impulsionnelle (FRI)	Modèle de Vector Autoregression (VAR)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2005	2005
Auteur d'origine	Helmut Lütkepohl	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Type	Post-estimation diagnostic	Multivariate time-series model
Source fondatrice	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3-540-40172-8	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Alias	IRF, Dynamic Multiplier, Shock Response Function, Etki Tepki Fonksiyonu	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Apparentées	3	4
Résumé	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.	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).