SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Evaluating Factor Models: An Application to Forecasting Inflation in Canada
5 references·12 citing·45 second hop
Evaluating Factor Models: An Application to Forecasting Inflation in Canada (2021)Evaluating Factor Models: An Application …Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Neural network forecasting of Canadian GDP growth (2001)Neural network forecasting of…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyAdvertising and Aggregate Consumption: An Analysis of Causality (1980)Advertising and Aggregate Con…A large Canadian database for macroeconomic analysis (2022)A large Canadian database for…The Resolution of International Financial Crises: Private Finance and Public Funds (2021)The Resolution of Internation…The Monetary Transmission Mechanism at the Sectoral Level (2021)The Monetary Transmission Mec…Price-Level versus Inflation Targeting in a Small Open Economy (2021)Price-Level versus Inflation …New Phillips Curve with Alternative Marginal Cost Measures for Canada, the United States, and the Euro Area (2021)New Phillips Curve with Alter…Does Micro Evidence Support the Wage Phillips Curve in Canada? (2021)Does Micro Evidence Support t…A large factor model for forecasting macroeconomic variables in South Africa (2011)A large factor model for fore…Forecasting national activity using lots of international predictors: An application to New Zealand (2010)Forecasting national activity…Are Weekly Inflation Forecasts Informative?* (2008)Are Weekly Inflation Forecast…THE EFFECTS OF BANK CONSOLIDATION ON RISK CAPITAL ALLOCATION AND MARKET LIQUIDITY (2006)THE EFFECTS OF BANK CONSOLIDA…Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data (2005)Time-Varying Pass-Through fro…Spanish diffusion indexes (2003)Spanish diffusion indexesCOINTEGRATION AND UNIT ROOTS (1990)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Macroeconomic Forecasting Using Diffusion Indexes (2002)Determining the Number of Factors in Approximate Factor Models (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting (2014)Macroeconomic forecasting for Australia using a large number of predictors (2019)Trends and random walks in macroeconmic time series (1982)Forecasting with artificial neural networks: (1998)Neural network forecasts of Canadian stock returns using accounting ratios (2003)A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market (2004)Neural Network Forecasting of Tourism Demand (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Macroeconomics and Reality (1980)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Efficient Tests for an Autoregressive Unit Root (1996)Forecasting macroeconomic variables in a small open economy: a comparison between small‐ and large‐scale models (2010)Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model (2014)Forecast Combinations in a DSGE‐VAR Lab (2016)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)On the Need for an International Lender of Last Resort (2003)Identifying the Role of Moral Hazard in International Financial Markets (2004)Using Standstills to Manage Sovereign Debt Crises (2007)Sovereign defaults in court (2021)Liquidity and Market Structure (1988)Market microstructure theory (1995)The consolidation of the financial services industry: Causes, consequences, and implications for the future (1999)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Inferential Theory for Factor Models of Large Dimensions (2003)Testing for a unit root in panels with dynamic factors (2004)Macro Factors in Bond Risk Premia (2009)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (2005)Asymptotics for out of sample tests of Granger causality (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 2001Neural network forecasting of Canadian GDP growth219 cited

Cited by

  • 2011A large factor model for forecasting macroeconomic variables in South Africa62 cited
  • 2021The Resolution of International Financial Crises: Private Finance and Public Funds55 cited
  • 2010Forecasting national activity using lots of international predictors: An application to New Zealand48 cited
  • 2003Spanish diffusion indexes35 cited
  • 2006THE EFFECTS OF BANK CONSOLIDATION ON RISK CAPITAL ALLOCATION AND MARKET LIQUIDITY29 cited
  • 2022A large Canadian database for macroeconomic analysis23 cited
  • 2021New Phillips Curve with Alternative Marginal Cost Measures for Canada, the United States, and the Euro Area21 cited
  • 2021The Monetary Transmission Mechanism at the Sectoral Level20 cited
  • 2008Are Weekly Inflation Forecasts Informative?*18 cited
  • 2005Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

18 cited
  • 2021Does Micro Evidence Support the Wage Phillips Curve in Canada?18 cited
  • 2021Price-Level versus Inflation Targeting in a Small Open Economy16 cited