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9253 Results

A Stochastic Simulation Framework for the Government of Canada's Debt Strategy

Staff Working Paper 2003-10 David Bolder
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.

Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy

Staff Working Paper 2003-9 Joseph Atta-Mensah, Ali Dib
The authors use a dynamic general-equilibrium model to study the role financial frictions play as a transmission mechanism of Canadian monetary policy, and to evaluate the real effects of exogenous credit shocks. Financial frictions, which are modelled as spreads between deposit and loan interest rates, are assumed to depend on economic activity as well as on credit shocks.

A Comparison of Twelve Macroeconomic Models of the Canadian Economy

In this report, the authors examine and compare twelve private and public sector models of the Canadian economy with respect to their paradigm, structure, and dynamic properties. These open-economy models can be grouped into two economic paradigms.
March 21, 2003

Market Consultations—December 2002: Summary of Comments

Overall, market participants agreed that domestic borrowing programs are operating smoothly and participants have also reacted positively to potential program initiatives and adjustments that the Bank of Canada and the Department of Finance are considering for 2003/04.
March 12, 2003

Website Awards Event

Remarks David Dodge Website Awards Event, Central Banking Publications and Lombard Street Research London, United Kingdom
It has become almost a cliché to point out that "Internet time moves faster than normal time." But I'm reminded of that observation as I accept this award - an award for achievement in a medium that barely existed ten years ago.
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