000 01547nam##2200325za#4500
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008150406|2001||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/101-23E-PDF
1102 |aBank of Canada.
24510|aModelling mortgage rate changes with a smooth transition error-correction model / |h[electronic resource]|cby Ying Liu.
260 |aOttawa - Ontario : |bBank of Canada |cDecember 2001.
300 |a32p.|bgraphs, tables
4901 |aBank of Canada working paper|x1701-9397|v2001-23
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.
500 |aThe ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication.
504 |aBibliography.
546 |aRésumé en français.
590 |a11-19-Supp|b2011-09-23
69007|aMortgage loans|2gcpds
69007|aModels|2gcpds
7201 |aLiu, Ying
7760#|tModelling mortgage rate changes with a smooth transition error-correction model / |w(CaOODSP)9.615868
830#0|aWorking paper (Bank of Canada)|x1701-9397|v2001-23|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s182 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-101-23E.pdf|y2001-23