00000nam##2200000za#4500 9.571702 CaOODSP 20211126112845 cr ||||||||||| 150406|1999||||xxc|||||o f|0| 0 eng|d 1701-9397 CaOODSP eng n-cn--- FB3-2/99-18E-PDF Bank of Canada. Estimating one-factor models of short-term interest rates / [electronic resource] by Des Mc Manus and David Watt. Ottawa - Ontario : Bank of Canada November 1999. 45p. graphs, tables Bank of Canada working paper 1701-9397 99-18 "The main goal of this paper is to determine if Canadian short-term interest rates can be adequately modelled using a one-factor model. For comparative purposes, the appropriateness of one-factor models for the U.S. short-term interest rate is also investigated. Attention is focused on the class of one-factor models proposed by CKLS (Chan, Karolyi, Longstaff, and Sanders (1992)) that includes a wide range of notable one-factor models, though the class does not encompass all possible one-factor models."--Page 2. The ISBN (0-662-28308-2) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. Bibliography. The main goal of this paper is to determine if Canadian short-term interest rates can be adequately modelled using a one-factor model. For comparative purposes, the appropriateness of one-factor models for the U.S. short-term interest rate is also investigated. Attention is focused on the class of one-factor models proposed by CKLS (Chan, Karolyi, Longstaff, and Sanders (1992)) that includes a wide range of notable one-factor models, though the class does not encompass all possible one-factor models.--Page 2 Résumé en français. 11-20-Supp 2011-09-29 Interest rates gcpds Models gcpds Mc Manus, Des Watt, David Estimating one-factor models of short-term interest rates / (CaOODSP)9.614985 Working paper (Bank of Canada) 1701-9397 99-18 (CaOODSP)9.504604 http://publications.gc.ca PDF 344 KB https://publications.gc.ca/collections/Collection/FB3-2-99-18E.pdf 99-18