<p>Hi: This seems like a pretty decent explanation: <a href="https://r-econometrics.com/timeseries/svarintro" rel="nofollow noreferrer">https://r-econometrics.com/timeseries/svarintro</a></p>
<p>As Jesper mentioned, it seems high enough quality that it should be enough and not need another answer. Of course, that should not keep anyone else from answering and adding something. I hope it helps.</p>

CC BY-SA 4.0
2024-12-08T20:53:32.860Z
Despite Jesper's encouragement, I think link-only answers are not a great practice and the proper place for them are the comments. But you could cite a couple of paragraphs from the link, and then the answer would be much more complete.
Richard Hardy
CC BY-SA 4.0
2024-12-09T02:50:45.567Z
Hi Richard: Your comment-suggestion is good but I'd have to go through that note and kind of summarize it which I don't have time to do right now. I'll write it down as a "to-do" and do it later when I have some "leisure" time.
mark leeds
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2024-12-09T19:55:11.473Z
@RichardHardy Your comment is in fact consistent with our site guidance [here](https://economics.stackexchange.com/help/how-to-answer) in the paragraph headed 'Provide context for links'.
Adam Bailey
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2024-12-09T21:54:59.063Z
I can kill the answer for now, if that's preferred. Basically,  I could care less if my answer is a comment or an answer. But maybe the answer helps to close the question ? I always wondered about that since I don't care.
mark leeds
CC BY-SA 4.0
2024-12-09T21:56:26.257Z
And not trying to say that I didn't appreciate jesper's encouragement to put it as an answer. In fact, it made me feel good that someone actually linked to it and checked it out. Much appreciated actually.
mark leeds
CC BY-SA 4.0
2024-12-08T14:30:18.547Z
2024-12-08T14:30:18.547Z
mark leeds
<p>I'm studying VAR model and I think there are two meanings of &quot;structural&quot; in VAR.</p>
<p>(1) Structural form model<br />
In here, &quot;structural&quot; means the model that error terms are not correlated.<br />
But this model can not be estimated directly so we have to use usual 'reduced form' VAR.</p>
<p>(2) Structural VAR<br />
In here, &quot;structural&quot; means it uses theoretical background in identification.<br />
For exmaple, it uses economic thoery in variable ordering or restrictions.</p>
<p>What I understood is correct or not?</p>

CC BY-SA 4.0
2024-12-05T16:40:22.637Z
Hi: I didn't read it carefully but this looks like a decent explanation at a glance. https://www.r-econometrics.com/timeseries/svarintro/
mark leeds
CC BY-SA 4.0
2024-12-07T12:43:08.457Z
@markleeds I suggest you post it as an answer it seems to provide a very understandable answer to the question with sufficient references. I would be surprised if someone were to come uo with a higher quality answer than provided in the link.
Jesper Hybel
CC BY-SA 4.0
2024-12-08T14:26:16.357Z
Thanks Jesper. I'll put it in the answer but should I kill the comment ?
mark leeds
<macroeconomics><svar><var>
Meaning of "structural" in VAR
guest
# Meaning of "structural" in VAR

(Asked by: username_0 on 2024-12-05)

I'm studying VAR model and I think there are two meanings of "structural" in VAR.

(1) Structural form model  
In here, "structural" means the model that error terms are not correlated.  
But this model can not be estimated directly so we have to use usual 'reduced form' VAR.

(2) Structural VAR  
In here, "structural" means it uses theoretical background in identification.  
For exmaple, it uses economic thoery in variable ordering or restrictions.

What I understood is correct or not?

**Tags:** macroeconomics, svar, var
> **Comments:**
> **username_1**: Hi: I didn't read it carefully but this looks like a decent explanation at a glance. https://www.r-econometrics.com/timeseries/svarintro/  
> **username_2**: @markleeds I suggest you post it as an answer it seems to provide a very understandable answer to the question with sufficient references. I would be surprised if someone were to come uo with a higher quality answer than provided in the link.  
> **username_1**: Thanks Jesper. I'll put it in the answer but should I kill the comment ?  

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## 1 answers

### Answer by username_1 on 2024-12-08. Score: 2

Hi: This seems like a pretty decent explanation: <https://r-econometrics.com/timeseries/svarintro>

As Jesper mentioned, it seems high enough quality that it should be enough and not need another answer. Of course, that should not keep anyone else from answering and adding something. I hope it helps.

> **Comments:**
> **username_3**: Despite Jesper's encouragement, I think link-only answers are not a great practice and the proper place for them are the comments. But you could cite a couple of paragraphs from the link, and then the answer would be much more complete.  
> **username_1**: Hi Richard: Your comment-suggestion is good but I'd have to go through that note and kind of summarize it which I don't have time to do right now. I'll write it down as a "to-do" and do it later when I have some "leisure" time.  
> **username_4**: @RichardHardy Your comment is in fact consistent with our site guidance [here](https://economics.stackexchange.com/help/how-to-answer) in the paragraph headed 'Provide context for links'.  
> **username_1**: I can kill the answer for now, if that's preferred. Basically,  I could care less if my answer is a comment or an answer. But maybe the answer helps to close the question ? I always wondered about that since I don't care.  
> **username_1**: And not trying to say that I didn't appreciate jesper's encouragement to put it as an answer. In fact, it made me feel good that someone actually linked to it and checked it out. Much appreciated actually.  

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