השוואת שיטות

	מודל SVAR עם שבר מבני	מודל תיקון שגיאות וקטורי עם שברים מבניים (SB-VECM)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1980–2000s	1996–2000
הוגה השיטה	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
סוג	Multivariate time-series model with regime change	Multivariate error correction model with structural breaks
מקור מכונן	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.
כינויים	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
קשורות	6	5
תקציר	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.