1   The Markov-Switching Vector Autoregressive Model
2   The State-Space Representation

3    VARMA-Representation of MSI-VAR and MSM-VAR Processes
4   Forecasting MS-VAR Processes
5   The BLHK Filter

6   Maximum Likelihood Estimation
7   Model Selection and Model Checkintz

8   Multi-Move Gibbs Sampling
9     Comparative Analysis ofParameter Estimation in Particular MS-VAR Models
10  Extensions of the Basic MS-VAR Model

11  Markov-Switching Models of the German Business Cycle
12 Markov-Switching Models of Global and International Business Cycles

13  Cointegration Analysis of VAR Models with Markovian Shifts in Re-
gime
Epilogue
References
Tables
Figures
List of Notation