เปรียบเทียบวิธี

	Structural Vector Autoregression (SVAR)	แบบจำลองเวกเตอร์ปรับแก้ความคลาดเคลื่อน (VECM)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980	1987
ผู้ริเริ่ม	Sims (1980); identification schemes by Blanchard & Quah (1989)	Robert F. Engle and Clive W. J. Granger
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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
ชื่อเรียกอื่น	SVAR, structural vector autoregression, identified VAR, structural VAR model	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model
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.	The Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series.