Emmanuel Chinton
Department Of Statistics, University Of Cape Coast, Ghana
Modeling Interest Rate Volatility In Ghana Using Markov-switching (ms) Model
This study applies Markov-Switching (MS) models to Ghana's key interest rate series covering January 2000 to August 2025. The goal is to identify latent volatility regimes, estimate regime-specific parameters, and interpret structural breaks within the context of macroeconomic and policy events. The analysis finds strong evidence of regime shifts, typically corresponding to major economic disruptions such as the global financial

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