David Jamieson Bolder - Central Bank Research Hub

Papers by year: All | 2008 | 2007 | 2006 | 2004 | 2003

Title Other author(s)

Combining Canadian Interest-Rate Forecasts

Bank of Canada Working papers [View] (Paper: 2008-34, 02.10.2008)

Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective

Bank of Canada Working papers [View] (Paper: 2007-49, 02.10.2007)

JEL: C0, C6, E4, G1

Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis

Bank of Canada Working papers [View] (Paper: 2007-13, 28.02.2007)

JEL: C0, C14, C15, C51, C52, C61, C65, E6, G1, H63

Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective

Bank of Canada Working papers [View] (Paper: 2006-48, 21.12.2006)

JEL: C0, C6, E4, G1

An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

Bank of Canada Working papers [View] (Paper: 2004-48, 19.12.2004)

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

Bank of Canada Working papers [View] (Paper: 2003-10, 06.06.2003)

Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

Bank of Canada Working papers [View] (Paper: 2002-29, 05.02.2003)

Towards a More Complete Debt Strategy Simulation Framework

Bank of Canada Working papers [View] (Paper: 2002-13, 05.02.2003)

Affine Term-Structure Models: Theory and Implementation

Bank of Canada Working papers [View] (Paper: 2001-15, 05.02.2003)

Papers by year: All | 2008 | 2007 | 2006 | 2004 | 2003