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Towards a More Complete Debt Strategy Simulation Framework

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  • David Bolder

Abstract

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Suggested Citation

  • David Bolder, 2002. "Towards a More Complete Debt Strategy Simulation Framework," Staff Working Papers 02-13, Bank of Canada.
    • Handle: RePEc:bca:bocawp:02-13
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    File URL: https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-13.pdf
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    References listed on IDEAS

    as
    1. Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures," Staff Working Papers 96-3, Bank of Canada.
    2. Vasicek, Oldrich, 1977. "An equilibrium characterization of the term structure," Journal of Financial Economics, Elsevier, vol. 5(2), pages 177-188, November.
    3. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
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    Cited by:

    1. Balibek, Emre & Memis, Hamdi Alper, 2012. "Turkish treasury simulation model for debt strategy analysis," Policy Research Working Paper Series 6091, The World Bank.

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    More about this item

    Keywords

    Interest rates; Econometric and statistical methods; Debt management;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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