เปรียบเทียบวิธี

	แบบจำลอง VAR ไม่เชิงเส้น (Nonlinear VAR Model)	Structural Vector Autoregression (SVAR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1990s–2000s	1980
ผู้ริเริ่ม	Tsay (1998); Krolzig (1997); Tong (1990) for threshold framework	Sims (1980); identification schemes by Blanchard & Quah (1989)
ประเภท	Multivariate nonlinear time series model	Multivariate time series model
แหล่งต้นตำรับ	Tsay, R. S. (1998). Testing and modeling multivariate threshold models. Journal of the American Statistical Association, 93(443), 1188–1202.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
ชื่อเรียกอื่น	NLVAR, nonlinear vector autoregression, threshold VAR, TVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
ที่เกี่ยวข้อง	4	5
สรุป	The Nonlinear VAR (NLVAR) model extends the standard vector autoregression by allowing the dynamic relationships among multiple time series to switch or change smoothly depending on an observed threshold variable, a latent regime state, or a smooth transition function. It is used when economic systems exhibit asymmetric responses, regime shifts, or state-dependent dynamics that a linear VAR cannot capture.	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.