Comparer des méthodes

	Vector Autoregressif Structurel (SVAR)	Fonction de Réponse Impulsionnelle (FRI)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1980	2005
Auteur d'origine	Christopher Sims	Helmut Lütkepohl
Type	Structural multivariate time-series model	Post-estimation diagnostic
Source fondatrice	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3-540-40172-8
Alias	Structural VAR, Identified VAR, SVAR Model, Yapısal Vektör Otoregresyon	IRF, Dynamic Multiplier, Shock Response Function, Etki Tepki Fonksiyonu
Apparentées	2	3
Résumé	Structural 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.