The article introduces a tool called xtbreak that helps identify and test for structural breaks in economic data, like those seen during major events such as financial crises or pandemics. The tool can estimate single or multiple break points in time series and panel data, using established methodologies. It offers tests to determine if there are significant changes in the data, consistent break date estimators, and confidence intervals for these break dates. This can help researchers and policymakers better understand how economic relationships evolve over time.