방법 비교

	충격반응함수 (Impulse Response Function, IRF)	Vector Autoregression (VAR) Model
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	2005	2005
창시자	Helmut Lütkepohl	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
유형	Post-estimation diagnostic	Multivariate time-series model
원전	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3-540-40172-8	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
별칭	IRF, Dynamic Multiplier, Shock Response Function, Etki Tepki Fonksiyonu	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
관련	3	4
요약	The Impulse Response Function (IRF) traces the dynamic response of each variable in a Vector Autoregression (VAR) system to a one-unit shock in one of its error terms over a user-specified forecast horizon. It is the primary tool for structural analysis following VAR estimation and is widely used in macroeconomics, monetary economics, and finance to quantify how shocks propagate through interconnected time series systems.	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).