방법 비교

	임계값 및 평활-전환 VAR (TVAR / STVAR)	Vector Autoregression (VAR) Model
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1998	2005
창시자	Tsay (multivariate threshold modelling)	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
유형	Nonlinear multivariate time-series model	Multivariate time-series model
원전	Tsay, R. S. (1998). Testing and Modeling Multivariate Threshold Models. Journal of the American Statistical Association, 93(443), 1188-1202.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
별칭	TVAR, STVAR, regime-switching VAR, threshold VAR	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
관련	5	4
요약	Threshold VAR and Smooth-Transition VAR are nonlinear multivariate time-series models in which the coefficients of a vector autoregression switch between regimes according to a threshold variable. Building on Tsay's 1998 treatment of multivariate threshold models, they capture different dynamic structures across phases such as the business cycle, financial crises, or policy differences.	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).