Comparar métodos

	Modelo VAR Não Linear	Autoregressores Vetoriais Estruturais (SVAR)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1990s–2000s	1980
Autor original	Tsay (1998); Krolzig (1997); Tong (1990) for threshold framework	Sims (1980); identification schemes by Blanchard & Quah (1989)
Tipo	Multivariate nonlinear time series model	Multivariate time series model
Fonte seminal	Tsay, R. S. (1998). Testing and modeling multivariate threshold models. Journal of the American Statistical Association, 93(443), 1188–1202.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Outros nomes	NLVAR, nonlinear vector autoregression, threshold VAR, TVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Relacionados	4	5
Resumo	The Nonlinear VAR (NLVAR) model extends the standard vector autoregression by allowing the dynamic relationships among multiple time series to switch or change smoothly depending on an observed threshold variable, a latent regime state, or a smooth transition function. It is used when economic systems exhibit asymmetric responses, regime shifts, or state-dependent dynamics that a linear VAR cannot capture.	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.