| 000 | 00000nam##2200000za#4500 |
| 001 | 9.615868 |
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| 003 | CaOODSP |
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| 005 | 20211126112847 |
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| 007 | ta |
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| 008 | 150406|2001||||xxc||||| f|0| 0 eng|d |
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| 020 | |a0-662-31519-7 |
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| 022 | |a1192-5434 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/101-23E |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aModelling mortgage rate changes with a smooth transition error-correction model / |cby Ying Liu. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |c2001. |
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| 300 | |av, 23p. : |bgraphs, tables ; |c28 cm. |
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| 490 | 1 |aWorking paper|x1192-5434|v2001-23 |
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| 500 | |a"This paper uses a smooth transition error-correction model (STECM) to model the one-year and five-year mortgage rate changes. The model allows for a non-linear adjustment process of mortgage rates towards their long-run equilibrium."--Abstract. |
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| 504 | |aBibliography. |
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| 546 | |aRésumés en français |
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| 563 | |aSoftcover |
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| 590 | |a02-01|b2002-01-04 |
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| 690 | 07|aMortgage loans|2gcpds |
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| 690 | 07|aModels|2gcpds |
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| 720 | 1 |aLiu, Ying |
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| 776 | 0#|tModelling mortgage rate changes with a smooth transition error-correction model / |w(CaOODSP)9.571577 |
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| 830 | #0|aWorking paper,|x1192-5434|v2001-23|w(CaOODSP)9.514622 |
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