השוואת שיטות

	מודל VAR פורייה	מבחן גריינג'ר לסיבתיות פורייה
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	2010s	2016
הוגה השיטה	Enders & Lee; extended by Nazlioglu and others to VAR systems	Enders and Jones
סוג	Multivariate time-series model	Causality test
מקור מכונן	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.	Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419.
כינויים	Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR	Fourier Granger causality test, Enders-Jones Granger causality, smooth structural break Granger test, spectral Granger causality
קשורות	6	6
תקציר	The Fourier VAR model extends the standard Vector Autoregression by replacing fixed deterministic terms with Fourier trigonometric components, allowing the intercept (and optionally the trend) to shift gradually and smoothly over time. This eliminates the need to pre-specify the number, timing, or shape of structural breaks in a multivariate time-series system.	The Fourier Granger causality test extends the classic Granger causality framework by embedding low-frequency Fourier terms in the VAR equation, allowing the causal relationship to shift gradually over time without requiring the researcher to pre-specify the number or location of structural breaks.