方法证据记录
Structural VAR
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.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Structural Vector Autoregression
分类方法记录 · regression-model / econometrics
- Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. · URL
- Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1-48. · DOI 10.2307/1912017
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