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	Model Bayesowski VAR (BVAR)	Model bayesowskiej strukturalnej autoregresji wektorowej (B-SVAR)
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	1984	1998–2005
Twórca	Doan, Litterman & Sims	Sims & Zha (1998); Uhlig (2005) for sign-restriction identification
Typ	Multivariate time-series model	Structural multivariate time-series model
Źródło pierwotne	Doan, T., Litterman, R., & Sims, C. (1984). Forecasting and conditional projection using realistic prior distributions. Econometric Reviews, 3(1), 1–100.	Sims, C. A., & Zha, T. (1998). Bayesian methods for dynamic multivariate models. International Economic Review, 39(4), 949–968.
Inne nazwy	BVAR, Bayesian VAR, Bayesian vector autoregressive model, BVAR model	Bayesian SVAR, B-SVAR, Bayesian structural VAR, Bayesian identified VAR
Pokrewne	5	6
Podsumowanie	The Bayesian Vector Autoregression (BVAR) model extends the classical VAR framework by incorporating prior beliefs about the model coefficients. Priors — most commonly the Minnesota prior — shrink VAR coefficients toward economically sensible values, dramatically reducing overfitting and improving out-of-sample forecast accuracy even when the number of variables is large.	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.