Salīdzināt metodes

	Fjūrjēra strukturālā vektorautoregresijas (Fjūrjēra SVAR) modelis	Vektora autoregresijas (VAR) modelis
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	2010s	2005
Autors	Extension of Sims (1980) SVAR framework with Fourier-series smoothing, developed across multiple authors in 2010s	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tips	Structural time-series model	Multivariate time-series model
Pirmavots	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Citi nosaukumi	Fourier SVAR, Fourier structural VAR, Fourier-approximation SVAR, frequency-domain SVAR	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Saistītās	3	4
Kopsavilkums	The Fourier SVAR model integrates Fourier series approximations into the structural VAR framework, allowing the model to capture smooth, gradual structural breaks and time-varying dynamics in multivariate time series without requiring a priori knowledge of break dates. It recovers structural shocks and their propagation effects while remaining robust to low-frequency parameter drift.	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).