Comparer des méthodes

	Modèle Vector Error Correction avec Ruptures Structurelles (SB-VECM)	Modèle Vectoriel à Correction d'Erreur Non Linéaire (Nonlinear VECM)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1996–2000	1989–1998
Auteur d'origine	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)	Granger & Lee (1989); Enders & Granger (1998)
Type	Multivariate error correction model with structural breaks	Nonlinear time-series model
Source fondatrice	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.	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	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM
Apparentées	5	2
Résumé	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.	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.