Compara mètodes

	Model SVAR amb canvis estructurals	Model de VAR amb Ruptures Estructurals
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1980–2000s	1980–1998
Autor original	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Bai & Perron (structural breaks); Sims (VAR framework)
Tipus	Multivariate time-series model with regime change	Multivariate time series model with regime change
Font seminal	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.
Àlies	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR
Relacionats	6	6
Resum	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.