방법 비교

	구조 벡터 자기회귀 (SVAR)	Vector Autoregression (VAR) Model
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1980	2005
창시자	Christopher Sims	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
유형	Structural multivariate time-series model	Multivariate time-series model
원전	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
별칭	Structural VAR, Identified VAR, SVAR Model, Yapısal Vektör Otoregresyon	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
관련	2	4
요약	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).