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Bank of Canada RSS Feedsen2024-03-29T13:08:34+00:00Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective
https://www.bankofcanada.ca/2007/10/working-paper-2007-49/
The primary objective of this paper is to compare a variety of joint models of the term structure of interest rates and the macroeconomy.2007-10-01T12:46:08+00:00enExamining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective2007-10-01Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2007-49 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-49.pdfExamining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner’s PerspectiveDavid BolderShudan LiuOctober 2007CC0C6EE4GG1Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
https://www.bankofcanada.ca/2007/02/working-paper-2007-13/
The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt-management strategy provides a wide variety of useful information. It does not, however, assist in determining an optimal debt-management strategy for the government in its current form.2007-02-13T12:52:37+00:00enOptimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis2007-02-13Debt managementEconometric and statistical methodsFinancial marketsFiscal policyWorking Paper 2007-13 https://www.bankofcanada.ca/wp-content/uploads/2010/03/wp07-13.pdfOptimization in a Simulation Setting: Use of Function Approximation in Debt Strategy AnalysisDavid BolderTiago RubinFebruary 2007CC0C1C14C15C5C51C52C6C61C65EE6GG1HH6H63