The paper analyses the consequences of structural change in the presenceof non-stationary stochastic processes I(1) or I(2). The structural change mayconcern the deterministic structure (in particular, the trend and the constantterm) as well as the process generating the stochastic part. The focus of thepaper is on the case of a discrete change in a regime for which the momentof switch is known. A change in the deterministic part does not alter thecharacter of the cointegration relationships but its consequences for cotrendingand cobreaking are interesting. The consequences of a change in the stochasticpart are more complex, because then the stochastic process as well as thedeterministic structure of the VECM are modified. The restrictions are analysedfor both cases.