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Evaluating factor models : an application to forecasting inflation in Canada / by Marc-André Gosselin and Greg Tkacz.: FB3-2/101-18E-PDF

This paper evaluates the forecasting performance of factor models for Canadian inflation. This type of model was introduced and examined by Stock and Watson (1999a), who have shown that it is quite promising for forecasting U.S. inflation.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571571&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleEvaluating factor models : an application to forecasting inflation in Canada / by Marc-André Gosselin and Greg Tkacz.
Series title
  • Bank of Canada working paper 1701-9397 2001-18
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • "This paper evaluates the forecasting performance of factor models for Canadian inflation. This type of model was introduced and examined by Stock and Watson (1999a), who have shown that it is quite promising for forecasting U.S. inflation."--Abstract.
  • The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication.
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada November 2001.
Description35p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/101-18E-PDF
Subject terms
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