The 8 linked references in paper Vigfusson (1996) “Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach” / RePEc:bca:bocawp:96-1

  1. De Grauwe, Paul. 1994. “Exchange Rates in Search of Fundamental Variables.” Centre for Economic Policy Research Discussion Paper. No. 1073 December.
  2. Rational Speculation.”Journal of Finance 45:2:379:95
  3. Models Estimation and Control. Springer Verlag. New York.
  4. The Demand For Dollars.”Greek Economic Review 10:1:49-102.
  5. Real Exchange Rates.”NBER Working Paper #4952 Dec.
  6. Hansen, B. E. 1992. “The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model Of GNP.”Journal of Applied Econometrics. Vol. 7 Supplement.
  7. Record Supplement. 105-16.
  8. WWW: