A stochastic simulation framework for the government of Canada's debt strategy / by David Jamieson Bolder. : FB3-2/103-10E

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This working paper is part of a series that examines a range of economic and financial issues of interest to bankers, economists and policymakers.

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Publication information
Department/Agency Bank of Canada.
Title A stochastic simulation framework for the government of Canada's debt strategy / by David Jamieson Bolder.
Series title Working paper1192-54342003-10
Publication type Series - View Master Record
Language [English]
Format Paper
Other formats Electronic-[English]
Note(s) "Dept 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 the demonstrates that it is, in fact, a problem in stochastic optimal control."--Abstract.
Bibliography.
(Résumés en français.)
Publishing information Bank of Canada 2003.
Binding Softcover
Description viii, 96p. : figs., graphs, tables ; 28 cm.
ISSN 1192-5434
Catalogue number
  • FB3-2/103-10E
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