Порівняння методів

	Модель нелінійної структурної векторної авторегресії (NL-SVAR)	Модель нелінійної ВАР
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	1990s–2010s	1990s–2000s
Автор методу	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Tsay (1998); Krolzig (1997); Tong (1990) for threshold framework
Тип	Multivariate nonlinear structural time series model	Multivariate nonlinear time series model
Основоположне джерело	Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), 267–358.	Tsay, R. S. (1998). Testing and modeling multivariate threshold models. Journal of the American Statistical Association, 93(443), 1188–1202.
Інші назви	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	NLVAR, nonlinear vector autoregression, threshold VAR, TVAR
Пов'язані	6	4
Підсумок	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.	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.