Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures

Simon van Norden () and Robert Vigfusson

Econometrics from University Library of Munich, Germany

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

JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Pages: 22 pages
Date: 1996-03-19
Note: 22 printed pages, compressed PostScript file. Other recent Bank of Canada working papers are listed on the last page of this report.
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/9603/9603004.pdf (application/pdf)
https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/9603/9603004.ps.gz (application/postscript)

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:wpa:wuwpem:9603004

Access Statistics for this paper

More papers in Econometrics from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).