Time-series model with periodic stochastic regime switching: Part II: Applications to 16th- and 17th-century grain prices

Macroeconomic Dynamics

Volumn 5, Issue 1, 2001, Pages 32-55

  Bac, Catherine ^b   Chevet, Jean Michel ^b   Ghysels, Eric ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b University of North Carolina ^*

Author keywords

Grain prices; Historical inflation chronologies; Markov regime switching Models; Time series model

Indexed keywords

EID: 0035583693     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100501018028     Document Type: Article

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