Let (Ω, µ) be a shift of finite type with a Markov probability, and (Y, ν) a non-atomic standard measure space. For each symbol i of the symbolic space, let Φ i be a measure-preserving automorphism of (Y, ν). We study skew products of the form (ω, y) → (σω, Φω 0 (y)), where σ is the shift map on (Ω, µ). We prove that, when the skew product is conservative, it is ergodic if and only if the Φ i 's have no common non-trivial invariant set.In the second part we study the skew product when Ω = {0, 1} Z , µ is a Bernoulli measure, and Φ 0 , Φ 1 are R-extensions of a same uniquely ergodic probability-preserving automorphism. We prove that, for a large class of roof functions, the skew product is rationally ergodic with return sequence asymptotic to √ n, and its trajectories satisfy the central, functional central and local limit theorem.