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The present paper aims at locating the breakings of the integration processof an international system observed during about 50 years in the 19th century.A historical study could link them to special events, which operated asexogenous shocks on this process. The indicator of integration used is thespread between the highest and the lowest among the London, Hamburg and Parisgold-silver prices. Three algorithms are combined to study this integration: aperiodization obtained with the SOM algorithm is confronted to the estimationof a two-regime Markov switching model, in order to give an interpretation ofthe changes of regime; in the same time change-points are identified over thewhole period providing a more precise interpretation of the various types ofregulation.

Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History