เปรียบเทียบวิธี

	แบบจำลอง Nonlinear Structural Vector Autoregression (NL-SVAR)	Structural Vector Autoregression (SVAR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1990s–2010s	1980
ผู้ริเริ่ม	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Sims (1980); identification schemes by Blanchard & Quah (1989)
ประเภท	Multivariate nonlinear structural time series model	Multivariate time series model
แหล่งต้นตำรับ	Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), 267–358.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
ชื่อเรียกอื่น	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
ที่เกี่ยวข้อง	6	5
สรุป	The Nonlinear Structural VAR model extends the standard SVAR framework to allow structural relationships and dynamic responses to vary across economic regimes or states of the world. By imposing nonlinear transition mechanisms — such as threshold switching or smooth regime change — it captures asymmetric responses to shocks that a linear SVAR cannot detect.	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.