Comparar métodos

	Modelo SVAR de Rupturas Estructurales	Modelo VAR con Rupturas Estructurales
Campo	Econometría	Econometría
Familia	Regression model	Regression model
Año de 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)
Tipo	Multivariate time-series model with regime change	Multivariate time series model with regime change
Fuente 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.
Alias	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR
Relacionados	6	6
Resumen	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.