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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571571&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Evaluating factor models : an application to forecasting inflation in Canada / by Marc-André Gosselin and Greg Tkacz. |
Titre de la série | Bank of Canada working paper1701-93972001-18 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
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. |
Information sur la publication | Ottawa - Ontario : Bank of Canada November 2001. |
Description | 35p.graphs, references, tables |
ISSN | 1701-9397 |
Numéro de catalogue |
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Descripteurs | Models Inflation Assessment |
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