قارن الطرق

	نموذج الانحدار الذاتي المتجه الهيكلي (SVAR) ذي الانقطاعات الهيكلية	الانحدار الذاتي الهيكلي المتجه (SVAR)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1980–2000s	1980
صاحب الطريقة	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Sims (1980); identification schemes by Blanchard & Quah (1989)
النوع	Multivariate time-series model with regime change	Multivariate time series model
المصدر التأسيسي	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
الأسماء البديلة	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
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.	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.