Порівняння методів

	Модель структурного розриву SVAR	Структурна векторна авторегресія (SVAR)
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	1980–2000s	1980
Автор методу	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Sims (1980); identification schemes by Blanchard & Quah (1989)
Тип	Multivariate time-series model with regime change	Multivariate time series model
Основоположне джерело	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Інші назви	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Пов'язані	6	5
Підсумок	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.	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.