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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

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=9.615830&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
  • Working paper 1192-5434 2001-18
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital 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.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 2001.
BindingSoftcover
Descriptionv, 26p. : graphs, references, tables ; 28 cm.
ISBN0-662-31316-X
ISSN1192-5434
Catalogue number
  • FB3-2/101-18E
Subject terms
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