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	Vektor autoregresije sa vremenski promenljivim parametrima (TVP-VAR)	Model vektorske autoregresije (VAR)
Oblast	Ekonometrija	Ekonometrija
Porodica	Regression model	Regression model
Godina nastanka	2005	2005
Tvorac	Giorgio Primiceri	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tip	Bayesian state-space model	Multivariate time-series model
Temeljni izvor	Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. Review of Economic Studies, 72(3), 821–852.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Drugi nazivi	Time-Varying Parameter Vector Autoregression, TVP-SVAR, Stochastic Coefficient VAR, Zamana Göre Değişen Parametreli VAR	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Srodne	2	4
Sažetak	TVP-VAR is a Bayesian multivariate time-series model in which both the VAR coefficients and the shock covariance matrix are allowed to evolve continuously over time as random walks. Introduced by Primiceri (2005) to study U.S. monetary policy transmission, the model captures structural changes and regime shifts without requiring ex-ante knowledge of when breaks occurred, making it indispensable for macroeconomics, finance, and any setting where economic relationships are suspected to be unstable across time.	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).