Compara mètodes

	Model SVAR amb canvis estructurals	Model de Correcció d'Errors Vectorial amb Ruptures Estructurals (SB-VECM)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1980–2000s	1996–2000
Autor original	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
Tipus	Multivariate time-series model with regime change	Multivariate error correction model with structural breaks
Font seminal	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
Àlies	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM
Relacionats	6	5
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 VECM extends the standard Vector Error Correction Model to allow the cointegrating relationships, adjustment speeds, or short-run dynamics to shift at one or more known or estimated break dates. It preserves the long-run equilibrium framework of the VECM while explicitly modelling regime changes caused by policy shifts, crises, or institutional changes.