D09-F03-A02 · GUIDED MULTIVARIATE LAB

Structural VAR

Learn to apply and challenge a recursive short-run identification rather than treating a covariance decomposition as discovered causality.

Interpretation boundary
Recursive B-model identification u_t=P epsilon_t using the lower Cholesky factor P under an explicit variable ordering. Synthetic results demonstrate the contract; they do not identify a real economic shock or prove forecasting value.
Stage 1 of 5

1. Validate

Structural VAR method-specific chartA method-specific view of the selected synthetic scenario and parameter profile.