Modelling mortgage rate changes with a smooth transition error-correction model / by Ying Liu. : FB3-2/101-23E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Modelling mortgage rate changes with a smooth transition error-correction model / by Ying Liu.
Series title Bank of Canada working paper1701-93972001-23
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Other formats Paper-[English]
Note(s) "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.
The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication.
Bibliography.
Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada December 2001.
Description 32p.graphs, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/101-23E-PDF
Subject terms Mortgage loans
Models
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