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	Fourierov štrukturálny vektorový autoregresný (Fourier SVAR) model	Model Fúriérovho VAR
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	2010s	2010s
Tvorca	Extension of Sims (1980) SVAR framework with Fourier-series smoothing, developed across multiple authors in 2010s	Enders & Lee; extended by Nazlioglu and others to VAR systems
Typ	Structural time-series model	Multivariate time-series model
Pôvodný zdroj	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.	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.
Ďalšie názvy	Fourier SVAR, Fourier structural VAR, Fourier-approximation SVAR, frequency-domain SVAR	Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR
Príbuzné	3	6
Zhrnutie	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.	The Fourier VAR model extends the standard Vector Autoregression by replacing fixed deterministic terms with Fourier trigonometric components, allowing the intercept (and optionally the trend) to shift gradually and smoothly over time. This eliminates the need to pre-specify the number, timing, or shape of structural breaks in a multivariate time-series system.