قارن الطرق

	نموذج الانحدار الذاتي المتجه الهيكلي (SVAR) ذي الانقطاعات الهيكلية	نموذج تصحيح الخطأ المتجه مع الانقطاعات الهيكلية (SB-VECM)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1980–2000s	1996–2000
صاحب الطريقة	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
النوع	Multivariate time-series model with regime change	Multivariate error correction model with structural breaks
المصدر التأسيسي	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
الأسماء البديلة	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM
ذات صلة	6	5
الملخص	The structural break SVAR model extends the standard Structural Vector Autoregression by allowing one or more discrete shifts in the system's parameters across time. It simultaneously identifies causal (structural) shocks and accounts for regime changes — such as policy shifts, crises, or institutional reforms — that alter the dynamics among multiple time series.	The Structural Break VECM extends the standard Vector Error Correction Model to allow the cointegrating relationships, adjustment speeds, or short-run dynamics to shift at one or more known or estimated break dates. It preserves the long-run equilibrium framework of the VECM while explicitly modelling regime changes caused by policy shifts, crises, or institutional changes.