Comparer des méthodes

	Modèle à Correction d'Erreur Vectoriel de Fourier (Fourier VECM)	Modèle Vectoriel à Correction d'Erreur Non Linéaire (Nonlinear VECM)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2004–2012	1989–1998
Auteur d'origine	Enders & Lee (2004/2012); extended to VECM by subsequent authors	Granger & Lee (1989); Enders & Granger (1998)
Type	Error-correction model with Fourier terms	Nonlinear time-series model
Source fondatrice	Enders, W., & Lee, J. (2012). A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599.	Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311.
Alias	Fourier VECM, Fourier-approximation VECM, smooth-break VECM, trigonometric VECM	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM
Apparentées	5	2
Résumé	The Fourier VECM augments the classical vector error correction model with low-frequency trigonometric terms — sine and cosine components — to capture smooth, gradual structural change in cointegrating relationships without specifying the number or timing of breaks in advance. It is used for multivariate cointegrated systems where long-run equilibria may shift gradually over time.	The Nonlinear VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.