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	Model AR ze zmianami strukturalnymi	Model VAR z przełamaniem strukturalnym
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	1989-2003	1980–1998
Twórca	Perron (1989); Bai & Perron (1998, 2003)	Bai & Perron (structural breaks); Sims (VAR framework)
Typ	Time-series model with structural change	Multivariate time series model with regime change
Źródło pierwotne	Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1-22.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Inne nazwy	AR model with structural change, breakpoint AR model, piecewise autoregressive model, AR model with regime shifts	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR
Pokrewne	6	6
Podsumowanie	The structural break AR model extends the standard autoregressive framework by allowing the intercept and autoregressive coefficients to shift at one or more unknown break dates. Each regime between consecutive break points is governed by its own AR parameters, capturing abrupt changes in the dynamics of a time series caused by crises, policy shifts, or other shocks.	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.