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Regime-switching models : a guide to the Bank of Canada Gauss procedures / by Simon van Norden and Robert Vigfusson.: FB3-2/96-3E-PDF

This paper is a manual for using a set of Gauss procedures developed at the Bank of Canada to estimate regime-switching models.--Introduction

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571650&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleRegime-switching models : a guide to the Bank of Canada Gauss procedures / by Simon van Norden and Robert Vigfusson.
Series title
  • Bank of Canada working paper 1701-9397 96-3
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • "This paper is a manual for using a set of Gauss procedures developed at the Bank of Canada to estimate regime-switching models.--Introduction.
  • The ISBN (0-662-24293-9) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
  • Bibliography.
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada [1996].
Description31p.tables
ISSN1701-9397
Catalogue number
  • FB3-2/96-3E-PDF
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