C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T22:23:34+00:00A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
https://www.bankofcanada.ca/2003/04/working-paper-2003-10/
Debt strategy is defined as the manner in which a government finances an excess of government expenditures over revenues and any maturing debt issued in previous periods. The author gives a thorough qualitative description of the complexities of debt strategy analysis and then demonstrates that it is, in fact, a problem in stochastic optimal control.2003-04-01T11:39:36+00:00enA Stochastic Simulation Framework for the Government of Canada's Debt Strategy2003-04-01Debt managementEconometric and statistical methodsEconomic modelsWorking Paper 2003-10 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-10.pdfA Stochastic Simulation Framework for the Government of Canada’s Debt StrategyDavid BolderApril 2003CC0C1C15C5C52HH6H63