เปรียบเทียบวิธี

	แบบจำลอง Nonlinear Structural Vector Autoregression (NL-SVAR)	แบบจำลองการถดถอยอัตโนมัติแบบเวกเตอร์ (VAR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1990s–2010s	1980
ผู้ริเริ่ม	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Christopher A. Sims
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.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
ชื่อเรียกอื่น	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	VAR, VAR model, vector autoregressive model, multivariate autoregression
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.	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.