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| 02080nam##2200313za#4500 |
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| 001 | 9.571704 |
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| 003 | CaOODSP |
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| 005 | 20211126112845 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1999||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/99-20E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 14|aThe expectations hypothesis for the longer end of the term structure : |h[electronic resource]|bsome evidence for Canada / |cby Ron Lange. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cDecember 1999. |
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| 300 | |a36p.|bgraphs, references, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v99-20 |
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| 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. |
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| 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. |
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| 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 |
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| 546 | |aRésumé en français. |
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| 590 | |a11-20-Supp|b2011-09-29 |
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| 690 | 07|aInterest rates|2gcpds |
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| 720 | 1 |aLange, Ron |
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| 776 | 0#|tThe expectations hypothesis for the longer end of the term structure : |w(CaOODSP)9.615028 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v99-20|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s200 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-99-20E.pdf|y99-20 |
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