Usporedite metode

	Model strukturnog loma VAR	Model vektorske korekcije pogreške sa strukturnim promjenama (SB-VECM)
Područje	Ekonometrija	Ekonometrija
Obitelj	Regression model	Regression model
Godina nastanka	1980–1998	1996–2000
Tvorac	Bai & Perron (structural breaks); Sims (VAR framework)	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
Vrsta	Multivariate time series model with regime change	Multivariate error correction model with structural breaks
Temeljni izvor	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
Drugi nazivi	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM
Srodne	6	5
Sažetak	The Structural Break VAR model extends the standard Vector Autoregression (VAR) framework by allowing coefficient matrices and error covariance to shift at one or more unknown break dates. It is designed for multivariate time series where economic relationships change abruptly due to policy shifts, financial crises, or major structural events.	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.