পদ্ধতির তুলনা করুন

	স্ট্রাকচারাল ব্রেক SVAR মডেল	Structural Break VAR Model
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1980–2000s	1980–1998
প্রবর্তক	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Bai & Perron (structural breaks); Sims (VAR framework)
ধরন	Multivariate time-series model with regime change	Multivariate time series model with regime change
মৌলিক উৎস	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
অপর নাম	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR
সম্পর্কিত	6	6
সারসংক্ষেপ	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 VAR model extends the standard Vector Autoregression (VAR) framework by allowing coefficient matrices and error covariance to shift at one or more unknown break dates. It is designed for multivariate time series where economic relationships change abruptly due to policy shifts, financial crises, or major structural events.