Kerk Phillips

Regime Change Programs & Data

Related Links

• BYU Economics Department
• BYU College of Family Home and Social Sciences
• BYU David M. Kennedy Center for International Studies
• BYU Chapter of Sigma Iota Rho
• BYU International Relations Blog/Bulletin Board

This page contains appendices and FORTRAN programs associated with my 1991 JIE paper, "A Two-Country Model of Stochastic Output with Changes in Regime."

• In PDF format:

  • Appendix A - flowchart for programming the basic filter

  • Appendix B - derivation of the EM equations

  • "Full Sample versus Long-Lag Inferences in Markov-switching Time-series Models"

  • "Business Cycle Transmission in Large-Small Country Pairs"

• In Text format

  • readme.txt - explains the contents of the programs

  • can.dat - sample data for the univariate model

  • usacan.dat - sample data for the bivariate model

  • can.par - sample parameter file for the univariate estimation

  • usacan.par - sample parameter file for the bivariate estimation

  • ham1.txt - text of the univariate FORTRAN program

  • ham2.txt - text of the bivariate FORTRAN program

  • hamilton.zip - zip file containing all 7 of the above files