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TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING: Part II: Applications to 16th- and 17th-Century Grain Prices
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- Journal:
- Macroeconomic Dynamics / Volume 5 / Issue 1 / February 2001
- Published online by Cambridge University Press:
- 02 March 2001, pp. 32-55
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TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING: Part I: Theory
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- Journal:
- Macroeconomic Dynamics / Volume 4 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 16 January 2001, pp. 467-486
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