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	NARDL z przerwami strukturalnymi	Model NARDL (Nonlinear Autoregressive Distributed Lag)
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	2014–2018	2014
Twórca	Shin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchers	Shin, Yu & Greenwood-Nimmo
Typ	Nonlinear cointegration with structural breaks	Nonlinear cointegration model
Źródło pierwotne	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer.	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer.
Inne nazwy	SB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural break	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Pokrewne	6	5
Podsumowanie	Structural Break NARDL extends the Nonlinear Autoregressive Distributed Lag (NARDL) bounds-testing framework by explicitly accommodating one or more structural breaks in the long-run relationship. It separates positive and negative changes in the regressor, tests for cointegration, and allows regime shifts, providing a richer picture of asymmetric and break-sensitive dynamics between variables.	The Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically.