RISE OF VAR MODELLING APPROACH*
从历史视角梳理了向量自回归（VAR）方法的兴起，指出它融合了考尔斯委员会传统与时间序列统计方法，受理性预期运动催化，通过解决模型选择问题继承并强化了考尔斯遗产，推动计量经济学从测量给定理论转向识别与验证与数据一致的理论。
Abstract This paper surveys the rise of the Vector AutoRegressive (VAR) approach from a historical perspective. It shows that the VAR approach arises from a fusion of the Cowles Commission tradition and time series statistical methods, catalysed by the rational expectations (RE) movement, that the approach offers a systematic solution to the issue of 'model choice' bypassed by Cowles researchers, hence essentially inheriting and enhancing the Cowles legacy rather than abandoning or opposing it. By tackling model choice, however, the VAR approach helps reform econometrics by shifting the research focus from measurement of given theories to identification/verification of data-coherent theories.