Módszerek összehasonlítása

	Strukturális Vektorautoregresszió (SVAR)	Vektor Autoregressziós (VAR) Modell
Tudományterület	Ökonometria	Ökonometria
Módszercsalád	Regression model	Regression model
Keletkezés éve	1980	2005
Megalkotó	Christopher Sims	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Típus	Structural multivariate time-series model	Multivariate time-series model
Alapmű	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Alternatív nevek	Structural VAR, Identified VAR, SVAR Model, Yapısal Vektör Otoregresyon	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Kapcsolódó	2	4
Összefoglaló	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.	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).