000	00000nam##2200000za#4500
001	9.571704
003	CaOODSP
005	20211126112845
007	cr |||||||||||
008	150406|1999||||xxc|||||o    f|0| 0 eng|d
022	|a1701-9397
040	|aCaOODSP|beng
043	|an-cn---
086	1 |aFB3-2/99-20E-PDF
110	2 |aBank of Canada.
245	14|aThe expectations hypothesis for the longer end of the term structure : |h[electronic resource]|bsome evidence for Canada / |cby Ron Lange.
260	|aOttawa - Ontario : |bBank of Canada |cDecember 1999.
300	|a36p.|bgraphs, references, tables
490	1 |aBank of Canada working paper|x1701-9397|v99-20
500	|a"This paper assesses the expectations theory for Canada using three empirical approaches that have received attention in the literature: (i) cointegration tests of the long-run unbiasedness hypothesis, (ii) simulations of a theoretical long-term yield that is consistent with the expectations hypothesis, and (iii) ex post tests of the rational expectations hypothesis."--Introduction.
500	|aThe catalogue number (FB3-2/99-20E) and ISBN (0-662-28413-5) for the print edition have been incorrectly copied in this electronic publication.
520	3 |aThis paper assesses the expectations theory for Canada using three empirical approaches that have received attention in the literature: (i) cointegration tests of the long-run unbiasedness hypothesis, (ii) simulations of a theoretical long-term yield that is consistent with the expectations hypothesis, and (iii) ex post tests of the rational expectations hypothesis.--Introduction
546	|aRésumé en français.
590	|a11-20-Supp|b2011-09-29
690	07|aInterest rates|2gcpds
720	1 |aLange, Ron
776	0#|tThe expectations hypothesis for the longer end of the term structure : |w(CaOODSP)9.615028
830	#0|aWorking paper (Bank of Canada)|x1701-9397|v99-20|w(CaOODSP)9.504604
856	40|ahttp://publications.gc.ca|qPDF|s200 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-99-20E.pdf|y99-20