Forecasting the Yield Curve of Government Bonds: A Comparative Study

For the past 20 years, researchers have applied the Kalman filter to the modeling and forecasting the term structure of interest rates. Despite its impressive performance in in-sample fitting yield curves, little research has focused on the out-of-sample forecast of yield curves using the Kalman filter. The goal of this thesis is to develop a unified dynamic model based on Diebold and Li (2006) and Nelson and Siegel’s (1987) three-factor model, and estimate this dynamic model using the Kalman filter. We compare both in-sample and out-of-sample performance of our dynamic methods with various other models in the literature. We find that our dynamic model dominates existing models in medium- and long-horizon yield curve predictions. However, the dynamic model should be used with caution when forecasting short maturity yields

Secret Military Mission

A set of instructions titled "Secret" directing the 15th Garrison Battalion, dated 22 June 1918. The instructions are for the next morning (June 23rd) and direct the Battalions movements, location and dress. The troops are to be in full marching order with steel helmets at back of pack and the directions lead them to Lederzeele - St. Momelin road.

Royal Military College Club of Canada - Memorial Service, 1942

A memorial service programme dated June 20th, 1942. The service to be held in Kingston Ontario and conducted by Honourary Lt. Col. W.C. Kidd, M.C. District Chaplain. On the last page is the Latin phrase "Pro Deo et Patria" (For God and Country) and a list of names lost during military service.

Uniforms by Alkit - Military Uniform Catalogue

A catalogue by Alkit with uniform descriptions and purchasing information for Military men and women.

Gala Performance on the occasion of the Commonwealth Heads of Government Meeting Programme

The programme from the Gala Performance on the occasion of the Commonwealth Heads of Government meeting, 7 August 1973. The event took place in the Opera of the National Arts Centre in Ottawa.

Photograph - Train Station, Military Men

A photograph of a train with a large crowd gathered. There appears to be a large number of military men departing on the train.

Canadian Military Institute: Officers of the British Forces in Canada during the War of 1812-1815

There is a note in the front cover written to Mary from B. Johnston on April 22, 1942. He refers to page 73 of the book in which William Woodruff is listed as a Lieutenant and Richard Woodruff is listed as an Ensign in the Niagara District. A full text version is available at the following link: http://www.archive.org/details/officersbritish00instgoog

Letter from the Private Secretary of the Government House at York to William Woodruff

Letter (printed) from the private secretary of the Government House at York to William Woodruff, inviting him to attend a private meeting of the provincial legislature to dispatch public business, Dec. 10, 1828.

Letter to the Welland Canal Office from Welland Woodruff, Government Director of the Welland Canal Company

Letter to the Welland Canal Office from Welland Woodruff, Government Director of the Welland Canal Company in which he dissents from giving an extension of time to the St. Catharines Water Power Company to extend the lease of water from this time. This is a copy of the original, March 11, 1837.

Letter to Henry Nelles from Michael Harris of the Perth Military Settlement

Letter to Henry Nelles from Michael Harris of the Perth Military Settlement (3 pages, handwritten). He is married to Mary Fanning, sister of Henry Nelles but is having marital troubles as he says he “may have to be on the lookout for another wife”. He thinks that his wife Mary may have departed for the United States, Apr. 6, 1821.

Letter to Colonel Nelles of the 4th Lincoln Militia in Grimsby from Apt. Military Secrets, Quebec

Letter to Colonel Nelles of the 4th Lincoln Militia in Grimsby from Apt. Military Secrets, Quebec. When this envelope is unfolded it contains the printed words “On his Majesty’s service” “The Ordnance Storekeeper” and “Military Secretary”. This item is badly stained and torn but text is not affected, Jan. 9, 1839.

The Rough and Ready annual ; or military souvenir

UANL