Compară metode

	Modelul SVAR cu rupturi structurale	Testul ARDL de cointegrare cu praguri structurale
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	1980–2000s	2001–2010s
Autorul original	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Pesaran, Shin & Smith (bounds framework); structural break extensions by Bahmani-Oskooee, Enders & Jones, and others
Tip	Multivariate time-series model with regime change	Cointegration / bounds test
Sursa seminală	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.
Denumiri alternative	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	SB-ARDL bounds test, ARDL bounds test with structural break, Fourier ARDL bounds test, break-augmented bounds testing
Înrudite	6	6
Rezumat	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 ARDL bounds test extends the Pesaran, Shin and Smith (2001) bounds testing framework to accommodate one or more structural breaks in the long-run relationship between time-series variables. By incorporating break dummies or smooth Fourier terms into the ARDL error-correction equation, it allows researchers to test for cointegration even when the data have experienced shifts in intercept or slope caused by policy changes, crises, or regime switches.