방법 비교

	베이지안 구조 벡터 자기회귀 (B-SVAR) 모형	Vector Autoregression (VAR)
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1998–2005	1980
창시자	Sims & Zha (1998); Uhlig (2005) for sign-restriction identification	Christopher A. Sims
유형	Structural multivariate time-series model	Multivariate time-series model
원전	Sims, C. A., & Zha, T. (1998). Bayesian methods for dynamic multivariate models. International Economic Review, 39(4), 949–968.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
별칭	Bayesian SVAR, B-SVAR, Bayesian structural VAR, Bayesian identified VAR	VAR, VAR model, vector autoregressive model, multivariate autoregression
관련	6	5
요약	The Bayesian Structural Vector Autoregression model combines the structural identification of SVAR with Bayesian prior distributions over parameters. It estimates causal impulse responses between multiple time series while incorporating prior economic knowledge and producing full posterior uncertainty bands rather than point estimates alone.	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.