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	Modèle VAR à Paramètres Variants dans le Temps (TVP-VAR)	Test de cointégration ARDL à paramètres variables dans le temps
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2005	2010s
Auteur d'origine	Primiceri (2005); Cogley & Sargent (2001, 2005)	Extension of Pesaran, Shin & Smith (2001); TVP variant developed in applied time-series literature ca. 2010s
Type	Multivariate time-series model with drifting coefficients	Cointegration / bounds test with time-varying coefficients
Source fondatrice	Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. Review of Economic Studies, 72(3), 821-852.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.
Alias	TVP-VAR, time-varying VAR, TV-VAR, drifting-coefficient VAR	TVP-ARDL bounds test, time-varying ARDL cointegration, TVP bounds testing approach, dynamic ARDL bounds test
Apparentées	6	2
Résumé	The Time-Varying Parameter VAR (TVP-VAR) model extends the standard vector autoregression by allowing the coefficients and error covariances to evolve gradually over time. Estimated via Bayesian methods and MCMC simulation, it captures how dynamic relationships between macroeconomic or financial variables shift across different economic regimes without requiring pre-specified break points.	The time-varying parameter ARDL bounds test extends the classic Pesaran-Shin-Smith (2001) bounds testing framework by allowing regression coefficients to evolve continuously over time. It detects whether a long-run cointegrating relationship between variables exists and whether that relationship has been stable or shifting across the sample period.