Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History
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Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points:
5. Université de Paris I – CES SAMOS [email protected] Abstract. The present paper aims at locating the breakings of the integration process of an international system observed during about 50 years in the 19th century. A historical study could link them to special events, which operated as exogenous shocks on this process. The indicator of integration used is the spread between t...
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تاریخ انتشار 2007