Evaluating Factor Models: An Application to Forecasting Inflation in Canada
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More about this item
KeywordsInflation and prices; Econometric and statistical methods;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-12-26 (All new papers)
- NEP-CBA-2001-12-26 (Central Banking)
- NEP-ECM-2001-12-26 (Econometrics)
- NEP-MAC-2001-12-04 (Macroeconomics)
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