পদ্ধতির তুলনা করুন

	স্ট্রাকচারাল ব্রেক SVAR মডেল	কাঠামোগত ভেক্টর অটোরিগ্রেশন (SVAR)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1980–2000s	1980
প্রবর্তক	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Sims (1980); identification schemes by Blanchard & Quah (1989)
ধরন	Multivariate time-series model with regime change	Multivariate time series model
মৌলিক উৎস	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.
অপর নাম	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
সম্পর্কিত	6	5
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.	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.