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The SNDO´s Simulation Model for Government Debt Analysis
The Swedish National Debt Office has developed a stochastic simulation model to analyze the long term costs and risks of various conceivable central government debt portfolios. The model has been used in order to provide a quantitative basis for decisions on the Debt Office’s annual proposed guidelines. This report presents a detailed description of the present version of the model and discusses some issues of implementation [from http://www.rgk.se/english.htm].