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	संरचनात्मक ब्रेक के साथ वेक्टर त्रुटि सुधार मॉडल (SB-VECM)	अरेखीय सदिश त्रुटि सुधार मॉडल (अरेखीय VECM)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1996–2000	1989–1998
प्रवर्तक	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)	Granger & Lee (1989); Enders & Granger (1998)
प्रकार	Multivariate error correction model with structural breaks	Nonlinear time-series model
मौलिक स्रोत	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.
उपनाम	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM
संबंधित	5	2
सारांश	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.