Порівняння методів

	Модель структурних розривів ВАР	Структурна векторна авторегресія (SVAR)
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	1980–1998	1980
Автор методу	Bai & Perron (structural breaks); Sims (VAR framework)	Sims (1980); identification schemes by Blanchard & Quah (1989)
Тип	Multivariate time series model with regime change	Multivariate time series model
Основоположне джерело	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Інші назви	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	SVAR, structural vector autoregression, identified VAR, structural VAR model
Пов'язані	6	5
Підсумок	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.	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.