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A Monte Carlo study for the temporal aggregation problem using one factor continuous time short rate models

Lin, Y. C. - In: Computational finance and its applications II : [Second …, (pp. 141-149). 2006

Persistent link: https://www.econbiz.de/10003410130

Correcting global imbalances : a simulation approach

McKibbin, Warwick J. - In: Trade and investment relations among the United States, …, (pp. 379-424). 1989

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Does the current account or foreign investment drive the Canadian economy?

Cohen, Jacob Willem - In: Prospects for Canadian-United States economic relations …, (pp. 203-224). 1990

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Saving, investment, and gold : a reassessment of historical current account data

Jones, Matthew T.; Obstfeld, Maurice - In: Money, capital mobility, and trade : essays in honor of …, (pp. 303-363). 2001

Persistent link: https://www.econbiz.de/10001589033

The current account and the interest rate differential in Canada

Boileau, Martin; Normandin, Michel - In: Canada in the global economy : proceedings of a …, (pp. 189-226). 2005

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Assessing sovereign default risk : a simulation based approach

Mäder, Beatrice; Griesbach, Björn - In: Essays in public economics, (pp. 53-85). 2018

The second chapter aims to calculate maximum sustainable debt ratios in advanced economies. We estimate a model based on countries' economic fundamentals. The model incorporates feedback effects between interest rates and debt ratios, allows for multi-period debt and considers different fiscal...

Persistent link: https://www.econbiz.de/10011962714