השוואת שיטות

	מודל אוטורגרסיה וקטורית מבנית לא-לינארית (NL-SVAR)	מודל וקטור תיקון שגיאה לא-לינארי (Nonlinear VECM)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1990s–2010s	1989–1998
הוגה השיטה	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Granger & Lee (1989); Enders & Granger (1998)
סוג	Multivariate nonlinear structural time series model	Nonlinear time-series model
מקור מכונן	Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), 267–358.	Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311.
כינויים	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM
קשורות	6	2
תקציר	The Nonlinear Structural VAR model extends the standard SVAR framework to allow structural relationships and dynamic responses to vary across economic regimes or states of the world. By imposing nonlinear transition mechanisms — such as threshold switching or smooth regime change — it captures asymmetric responses to shocks that a linear SVAR cannot detect.	The Nonlinear VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.