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

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571577&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleModelling mortgage rate changes with a smooth transition error-correction model / by Ying Liu.
Series title
  • Bank of Canada working paper 1701-9397 2001-23
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[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.
Description32p.graphs, tables
ISSN1701-9397
Catalogue number
  • FB3-2/101-23E-PDF
Subject terms
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