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