विधियों की तुलना करें

	स्ट्रक्चरल ब्रेक SVAR मॉडल	संरचनात्मक ब्रेक के साथ वेक्टर त्रुटि सुधार मॉडल (SB-VECM)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1980–2000s	1996–2000
प्रवर्तक	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
प्रकार	Multivariate time-series model with regime change	Multivariate error correction model with structural breaks
मौलिक स्रोत	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.
उपनाम	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
संबंधित	6	5
सारांश	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.