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Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures

Simon van Norden () and Robert Vigfusson ()

Staff Working Papers from Bank of Canada

Abstract: This paper is a user' guide to a set of Guss procedures developed at the Bank of Canada for estimating regime-switching models. The procedure can estimate relatively quickly a wide variety of switching models and so should prove useful to the applied researchers. Sample program listings are included.

Keywords: EVALUATION; COMPUTER PROGRAMMES; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C13 C60 C61 (search for similar items in EconPapers)
Date: 1996
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http://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-3.pdf

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Working Paper: Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures (1996) Downloads
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Persistent link: http://EconPapers.repec.org/RePEc:bca:bocawp:96-3

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