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

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.615868&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
  • Working paper 1192-5434 2001-23
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital 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.
  • Bibliography.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 2001.
BindingSoftcover
Descriptionv, 23p. : graphs, tables ; 28 cm.
ISBN0-662-31519-7
ISSN1192-5434
Catalogue number
  • FB3-2/101-23E
Subject terms
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