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Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey

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IHS Economics Series Working Paper 38

November 1996

Markov-Regime Switching in Economic Variables: Part I.

Modelling, Estimating and Testing. - Part II. A Selective Survey

Sylvia Kaufmann

Martin Scheicher

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Impressum Author(s):

Sylvia Kaufmann, Martin Scheicher Title:

Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey

ISSN: Unspecified

1996 Institut für Höhere Studien - Institute for Advanced Studies (IHS) Josefstädter Straße 39, A-1080 Wien

E-Mail: o ce@ihs.ac.atffi Web: ww w .ihs.ac. a t

All IHS Working Papers are available online: http://irihs. ihs. ac.at/view/ihs_series/

This paper is available for download without charge at: https://irihs.ihs.ac.at/id/eprint/948/

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