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2024-03-28T15:04:21+00:00
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Evaluating Factor Models: An Application to Forecasting Inflation in Canada
https://www.bankofcanada.ca/2001/11/working-paper-2001-18/
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.
2001-11-01T07:41:10+00:00
en
Evaluating Factor Models: An Application to Forecasting Inflation in Canada
2001-11-01
Econometric and statistical methods
Inflation and prices
Working Paper 2001-18
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-18.pdf
Evaluating Factor Models: An Application to Forecasting Inflation in Canada
Marc-André Gosselin
Greg Tkacz
November 2001
C
C3
C32
E
E3
E37