So sánh phương pháp

	Mô hình SVAR đứt gãy cấu trúc	Mô hình VAR với điểm đứt gãy cấu trúc
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1980–2000s	1980–1998
Người khởi xướng	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Bai & Perron (structural breaks); Sims (VAR framework)
Loại	Multivariate time-series model with regime change	Multivariate time series model with regime change
Công trình gốc	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Tên gọi khác	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR
Liên quan	6	6
Tóm tắt	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 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.