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)
Pages: 22 pages
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-3.pdf

Related works:
Working Paper: Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bca:bocawp:96-3

Access Statistics for this paper

More papers in Staff Working Papers from Bank of Canada 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada. Contact information at EDIRC.
Bibliographic data for series maintained by ().