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
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| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Evaluating factor models : an application to forecasting inflation in Canada / by Marc-André Gosselin and Greg Tkacz. |
| Titre de la série | Working paper1192-54342001-18 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Papier |
| Autres formats offerts | Électronique-[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. Résumés en français |
| Information sur la publication | Ottawa - Ontario : Bank of Canada 2001. |
| Reliure | Softcover |
| Description | v, 26p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-31316-X |
| ISSN | 1192-5434 |
| Numéro de catalogue |
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| Descripteurs | Models Inflation Assessment |