Linganisha mbinu

	Mfumo wa Muundo wa Paneli wa Uhusiano wa Kiotomatiki wa Kiasi (Panel SVAR)	Urejeshaji wa Vekta wa Kimuundo (SVAR)
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	2004 (panel extension); 1986 (SVAR origins)	1980
Mwanzilishi	Canova & Ciccarelli; Bernanke (SVAR identification)	Sims (1980); identification schemes by Blanchard & Quah (1989)
Aina	Multivariate time-series model with structural identification	Multivariate time series model
Chanzo asilia	Canova, F., & Ciccarelli, M. (2004). Forecasting and turning point predictions in a Bayesian panel VAR model. Journal of Econometrics, 120(2), 327-359.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Majina mbadala	Panel SVAR, PSVAR, Structural Panel VAR, Panel Structural VAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Zinazohusiana	5	5
Muhtasari	The Panel SVAR model extends the Structural VAR framework to panel data, jointly modelling multiple endogenous time-series variables across several cross-sectional units (e.g., countries or firms). Structural restrictions — short-run, long-run, or sign restrictions — are imposed on the contemporaneous relationships among variables to identify economically meaningful causal shocks and trace their propagation across units and time.	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.