Stochastic Process Switching: Some Simple Solutions
Froot, K.A., and M. Obstfeld. “Stochastic Process Switching: Some Simple Solutions.” Econometrica 59, no. 1 (1991): 241–250.
stochastic_process_switching.pdf
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Froot, K.A., and M. Obstfeld. “Stochastic Process Switching: Some Simple Solutions.” Econometrica 59, no. 1 (1991): 241–250.