So sánh phương pháp

	Nguyên nhân học Granger kiểu Bayes	Mô hình Tự hồi quy Vector (VAR)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1969 (frequentist); 1984 (Bayesian treatment)	1980
Người khởi xướng	Clive W. J. Granger (frequentist basis, 1969); Bayesian extension by Geweke (1984) and subsequent literature	Christopher A. Sims
Loại	Bayesian causal inference test	Multivariate time-series model
Công trình gốc	Geweke, J. (1984). Inference and causality in economic time series models. Handbook of Econometrics, 2, 1101-1144. Elsevier.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Tên gọi khác	Bayesian Granger test, Bayesian predictive causality, BGC, Bayesian causality in mean	VAR, VAR model, vector autoregressive model, multivariate autoregression
Liên quan	6	5
Tóm tắt	Bayesian Granger causality tests whether past values of one time series carry predictive information about another, framing the hypothesis through Bayesian inference rather than frequentist p-values. It combines a vector autoregressive (VAR) structure with prior distributions over coefficients and evaluates causal claims via posterior probabilities or Bayes factors, providing a probabilistic and nuanced alternative to the classical Granger test.	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.