পদ্ধতির তুলনা করুন

	স্ট্রাকচারাল ব্রেক SVAR মডেল	ভেক্টর এরর কারেকশন মডেল (VECM)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1980–2000s	1987
প্রবর্তক	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Robert F. Engle and Clive W. J. Granger
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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
অপর নাম	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction 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.	The Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series.