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	Modello VAR Strutturale Robusto (Robust SVAR)	Structural Vector Autoregression (SVAR)
Campo	Econometria	Econometria
Famiglia	Regression model	Regression model
Anno di origine	2000s–2010s	1980
Ideatore	Extension of Sims (1980) SVAR with robust inference methods	Sims (1980); identification schemes by Blanchard & Quah (1989)
Tipo	Structural time series model	Multivariate time series model
Fonte seminale	Lutkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3540401728	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Alias	robust SVAR, robust structural VAR, heteroscedasticity-robust SVAR, outlier-robust structural VAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Correlati	6	5
Sintesi	The Robust SVAR model extends the classical Structural VAR framework by incorporating robust estimation and inference methods that remain valid in the presence of heteroscedasticity, non-Gaussian errors, or outliers. By combining structural identification with robust statistical procedures, it produces reliable impulse responses and forecast error variance decompositions even when standard SVAR assumptions are violated in macroeconomic data.	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.