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
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Evaluating factor models : an application to forecasting inflation in Canada / by Marc-André Gosselin and Greg Tkacz. |
| Series title | Bank of Canada working paper1701-93972001-18 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[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. |
| Description | 35p.graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Models Inflation Assessment |