Modelling mortgage rate changes with a smooth transition error-correction model / by Ying Liu. : FB3-2/101-23E-PDF
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571577&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Modelling mortgage rate changes with a smooth transition error-correction model / by Ying Liu. |
Titre de la série | Bank of Canada working paper1701-93972001-23 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
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. |
Information sur la publication | Ottawa - Ontario : Bank of Canada December 2001. |
Description | 32p.graphs, tables |
ISSN | 1701-9397 |
Numéro de catalogue |
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Descripteurs | Mortgage loans Models |