เปรียบเทียบวิธี

	Structural Vector Autoregression (SVAR)	แบบจำลองการถดถอยอัตโนมัติแบบเวกเตอร์ (VAR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980	1980
ผู้ริเริ่ม	Sims (1980); identification schemes by Blanchard & Quah (1989)	Christopher A. Sims
ประเภท	Multivariate time series model	Multivariate time-series model
แหล่งต้นตำรับ	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
ชื่อเรียกอื่น	SVAR, structural vector autoregression, identified VAR, structural VAR model	VAR, VAR model, vector autoregressive model, multivariate autoregression
ที่เกี่ยวข้อง	5	5
สรุป	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.	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.