Replication package for: Regime Ambiguity and Subsequent Volatility in USD/PEN, 2000-2025

This dataset is the replication package for the manuscript "Regime Ambiguity andSubsequent Volatility in USD/PEN, 2000-2025: Evidence from a Harmonized Multi-MethodConsensus." It contains the derived, version-controlled artifacts needed toreproduce every number, table, and figure in the manuscript and its supplement:(i) regime-label outputs from four heterogeneous estimators (Markov-switching,Gaussian hidden Markov, Gaussian mixture, Dirichlet-process Bayesian mixture) plus adiagnostic change-point voter; (ii) the canonical volatility-state mapping table(the exact observation-weighted clustering, "B2"), the pairwise agreement matrix,and the dynamic-bloc decomposition; (iii) consensus classifications (primary,collapsed three-voter, extended five-voter diagnostic, and the legacy raw-labeldiagnostic benchmark); (iv) the hardened forward-volatility results matrix (63 rows),estimand-separation, current-volatility stratification, balanced-resampling, andcomposition tables; and (v) the LaTeX exhibit sources (manuscript tables T1-T7,supplement tables, figures F1-F4). For reviewer convenience the package now also includes human-readable documentation:README_FIRST.pdf / README_FIRST.docx and REPLICATION_PACKAGE_GUIDE.pdf /REPLICATION_PACKAGE_GUIDE.docx (plus the Markdown source README_FIRST_human_readable.md).Start with README_FIRST.pdf. The underlying exchange-rate series are daily USD/PEN quotes published by theSuperintendencia de Banca, Seguros y AFP (SBS) of Peru; only derived artifacts aredistributed here. Interpretive framing (locked): the legacy raw-label benchmark (87.9% ambiguity) andthe change-point voter are diagnostic-only; the harmonized primary framework (34.9%ambiguity) is a different construct (voter set, label space, threshold); conditional/stratified associations are secondary/exploratory; no forecasting, real-time,out-of-sample, or causal claims are made. Integrity: verify with checksums_SHA256.txt (sha256sum -c; LF line endings) andMANIFEST.csv inside the package.