The 39 references without contexts in paper Vigfusson (1996) “Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach” / RePEc:bca:bocawp:96-1

1
Amano, Robert and Jeff Gable. 1994. “Statistical Properties of Daily Canada-U.S
(check this in PDF content)
2
Exchange Rates: 1980-1993.” Manuscript.
(check this in PDF content)
3
Amano, Robert and Simon van Norden. 1995. “Terms of Trade and real exchange rates: the Canadian evidence.”Journal of International Money and Finance 14:1:83-104.
(check this in PDF content)
4
Brock, William, Josef Lakonishok and Blake LeBaron. 1992. “Simple Technical Trading and the Stochastic Properties of Stock Returns.”Journal of Finance 47:5:1731-64.
(check this in PDF content)
5
Cutler David M., James M. Poterba, and Lawrence H. Summers. 1990. “Speculative Dynamics and the Role of Feedback Traders.”American Economic Review 80:2 63-68.
(check this in PDF content)
7
De Grauwe, Paul and Hans Dewachter. 1992. “Chaos in the Dornbusch Model of the
(check this in PDF content)
8
Exchange Rate.”Kredit and Kapital27-54. —————. 1993. “A Chaotic Model of the Exchange Rate: The Role of Fundamentalists and Chartists.”Open Economies Review4:351-379.
(check this in PDF content)
9
De Long, J. Bradford. Andrei Shleifer. Lawrence H. Summers. and Robert J. Waldman. 1990a. “Noise Trader Risk in Financial Markets.”Journal of
(check this in PDF content)
10
Political Economy98:4. —————. 1990b. “Positive Feedback Investment Strategies and Destabilizing
(check this in PDF content)
11
Rational Speculation.”Journal of Finance 45:2:379:95
(check this in PDF content)
12
Durland, J. Michael and Thomas H. McCurdy. 1994. “Duration Dependent Transition in a Markov Model of U.S. GNP Growth.”Journal of Business &
(check this in PDF content)
13
Economic Statistics July 12:3:279-288.
(check this in PDF content)
14
Elliot, Robert. J. Lakhdar Aggoun. and John B. Moore. 1995.Hidden Markov
(check this in PDF content)
15
Models Estimation and Control. Springer Verlag. New York.
(check this in PDF content)
17
Engel, Charles and James D. Hamilton 1990. “Long Swings in the Dollar: Are They in the Data and Do Markets Know It?”American Economic ReviewSept. 80:4:689-713.
(check this in PDF content)
18
Frankel, Jeffery A. and Kenneth A. Froot. 1988. “Chartists, Fundamentalists and
(check this in PDF content)
19
The Demand For Dollars.”Greek Economic Review 10:1:49-102.
(check this in PDF content)
20
Froot, Kenneth A. and Kenneth Rogoff. 1994. “Perspectives on PPP and Long Run
(check this in PDF content)
21
Real Exchange Rates.”NBER Working Paper #4952 Dec.
(check this in PDF content)
22
Gable, Jeff. Simon van Norden and Robert Vigfusson 1995 “Analytical Derivatives for Markov-Switching Models.” Bank of Canada Working Paper 95-7.
(check this in PDF content)
23
Geoffe, William L. Gary D. Ferrier and John Rodgers 1992 “Simulated annealing: An initial application in econometrics”Computer Science in Economics and Management 5 133-146.
(check this in PDF content)
24
Goodhart, Charles 1988 “The Foreign Exchange Market: A Random Walk with A
(check this in PDF content)
25
Dragging Anchor.”Economica
(check this in PDF content)
26
Hamilton, James D. 1992. “Estimation, Inference, and Forecasting of Time Series Subject to Changes in Regime.” in C.R. Rao and G.S. MaddalaHandbook of Statistics. Volume 10 —————. 1994.Time Series Analysis. Princeton: Princeton University Press. —————. 1996. “Specification testing in Markov-switching time-series mod-
(check this in PDF content)
27
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.
(check this in PDF content)
28
Johnson David R. 1992. “Unit Root, Cointegration and Purchasing Power Parity: Canada and the United States 1870-1991.” inThe Exchange Rate and the Economy proceedings of a Bank of Canada conference pp 133-198
(check this in PDF content)
30
Pound Exchange Rate, 1976-1987.”American Economic ReviewJune 83:450-472.
(check this in PDF content)
32
Pilbeam Keith. 1995 “The Profitability of Trading in the Foreign Exchange Market:
(check this in PDF content)
33
Chartists, Fundamentalists, and Simpletons.”Oxford Economic Papers 47:437-452.
(check this in PDF content)
34
Taylor, Mark P. and Helen Allen. 1992. “The use of technical analysis in the foreign exchange market.”Journal of International Money and Finance11:304-314.
(check this in PDF content)
35
Taylor, Stephen J. 1992. “Rewards Available to Currency Futures Speculators: Compensation for Risk or Evidence of Inefficient Pricing?”Economic
(check this in PDF content)
36
Record Supplement. 105-16.
(check this in PDF content)
37
Youssefmir, Michael. Bernard A. Huberman. and Tad Hogg. 1994. “Bubbles and
(check this in PDF content)
38
Market Crashes.” Dynamics of Computation Group. Xerox Palo Alto
(check this in PDF content)
39
Research Center. Manuscript. Bank of Canada Working Papers 1996 96-1Switching Between Chartists and Fundamentalists: A Markov
(check this in PDF content)
40
Regime-Switching ApproachR. Vigfusson 1995 95-1Deriving Agents’ Inflation Forecasts from the Term Structure of Interest RatesC. Ragan 95-2Estimating and Projecting Potential Output Using Structural VARA. DeSerres, A. Guay
(check this in PDF content)
41
Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario K1A 0G9 E-mail:publications@bank-banque-canada.ca
(check this in PDF content)
42
WWW:http:// www.bank-banque-canada.ca
(check this in PDF content)
43
FTP:ftp.bank-banque-canada.ca (login: anonymous, to subdirectory /pub/publications/working.papers)
(check this in PDF content)