เปรียบเทียบวิธี

	แบบจำลอง VAR แบบฟูเรียร์	Structural Vector Autoregression (SVAR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2010s	1980
ผู้ริเริ่ม	Enders & Lee; extended by Nazlioglu and others to VAR systems	Sims (1980); identification schemes by Blanchard & Quah (1989)
ประเภท	Multivariate time-series model	Multivariate time series model
แหล่งต้นตำรับ	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.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
ชื่อเรียกอื่น	Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
ที่เกี่ยวข้อง	6	5
สรุป	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.	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.