EconPapers    
Economics at your fingertips  
 

Details about Greg Tkacz

E-mail:
Homepage:http://www.tkacz.ca
Workplace:Economics Department, Saint Francis Xavier University, (more information at EDIRC)

Access statistics for papers by Greg Tkacz.

Last updated 2014-05-06. Update your information in the RePEc Author Service.

Short-id: ptk1


Jump to Journal Articles

Working Papers

2013

  1. Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
    CIRANO Working Papers, CIRANO Downloads View citations (3)

2011

  1. Analyzing Economic Effects of Extreme Events using Debit and Payments System Data
    CIRANO Working Papers, CIRANO Downloads

2009

  1. A Consistent Test for Multivariate Conditional Distributions
    Staff Working Papers, Bank of Canada Downloads
    See also Journal Article in Econometric Reviews (2011)
  2. A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data
    CIRANO Working Papers, CIRANO Downloads View citations (1)

2008

  1. Credit, Asset Prices, and Financial Stress in Canada
    Staff Working Papers, Bank of Canada Downloads View citations (10)
  2. ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY
    Departmental Working Papers, McGill University, Department of Economics Downloads
    Also in Staff Working Papers, Bank of Canada (2007) Downloads View citations (5)

2007

  1. FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (7)
    See also Journal Article in Canadian Journal of Economics (2007)
  2. Gold Prices and Inflation
    Staff Working Papers, Bank of Canada Downloads View citations (10)
  3. How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables
    Staff Working Papers, Bank of Canada Downloads

2006

  1. HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (3)
  2. Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
    Staff Working Papers, Bank of Canada Downloads View citations (2)

2005

  1. Quantity, Quality, and Relevance: Central Bank Research, 1990-2003
    Staff Working Papers, Bank of Canada Downloads View citations (2)

2004

  1. Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework
    Staff Working Papers, Bank of Canada Downloads View citations (15)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2004)

2002

  1. Inflation Changes, Yield Spreads, and Threshold Effects
    Staff Working Papers, Bank of Canada Downloads View citations (3)
    See also Journal Article in International Review of Economics & Finance (2004)

2001

  1. A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data
    Staff Working Papers, Bank of Canada Downloads View citations (6)
  2. Evaluating Factor Models: An Application to Forecasting Inflation in Canada
    Staff Working Papers, Bank of Canada Downloads View citations (21)
  3. Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods
    Staff Working Papers, Bank of Canada Downloads View citations (3)

2000

  1. Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
    Staff Working Papers, Bank of Canada Downloads View citations (7)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2001)
  2. Fractional Cointegration and the Demand for M1
    Staff Working Papers, Bank of Canada Downloads View citations (1)
  3. Non-Parametric and Neural Network Models of Inflation Changes
    Staff Working Papers, Bank of Canada Downloads View citations (5)

1999

  1. Forecasting GDP Growth Using Artificial Neural Networks
    Staff Working Papers, Bank of Canada Downloads View citations (8)
  2. TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES
    Departmental Working Papers, McGill University, Department of Economics
    See also Journal Article in Journal of International Money and Finance (2000)

1998

  1. Predicting Canadian Recessions Using Financial Variables: A Probit Approach
    Staff Working Papers, Bank of Canada Downloads View citations (17)

1994

  1. The Term Structure and Real Activity in Canada
    Macroeconomics, EconWPA Downloads View citations (23)
    Also in Staff Working Papers, Bank of Canada Downloads View citations (29)

Journal Articles

2013

  1. An economic efficiency study on different regions of Ghana via Slack-based data envelopment analysis and regression analysis
    Applied Economics, 2013, 45, (34), 4773-4780 Downloads
  2. Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data
    Canadian Public Policy, 2013, 39, (1), 119-134 Downloads View citations (5)
  3. Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues
    C.D. Howe Institute Commentary, 2013, (387) Downloads View citations (1)

2011

  1. A Consistent Test for Multivariate Conditional Distributions
    Econometric Reviews, 2011, 30, (3), 251-273 Downloads
    See also Working Paper (2009)

2010

  1. An Uncertain Past: Data Revisions and Monetary Policy in Canada
    Bank of Canada Review, 2010, 2010, (Spring), 41-51 Downloads View citations (1)
  2. Using dynamic factor models to forecast Canadian inflation: the role of US variables-super-1
    Applied Economics Letters, 2010, 17, (1), 15-18 Downloads

2009

  1. Credit, Asset Prices, and Financial Stress
    International Journal of Central Banking, 2009, 5, (4), 95-122 Downloads View citations (25)

2008

  1. Linear and threshold forecasts of output and inflation using stock and housing prices
    Journal of Forecasting, 2008, 27, (2), 131-151 Downloads View citations (3)

2007

  1. Forecast content and content horizons for some important macroeconomic time series
    Canadian Journal of Economics, 2007, 40, (3), 935-953 Downloads View citations (4)
    See also Working Paper (2007)

2006

  1. A consistent bootstrap test for conditional density functions with time-series data
    Journal of Econometrics, 2006, 133, (2), 863-886 Downloads View citations (20)

2004

  1. Combining Forecasts with Nonparametric Kernel Regressions
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (4), 1-18 Downloads View citations (4)
  2. Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework
    Swiss Journal of Economics and Statistics (SJES), 2004, 140, (I), 89-126 Downloads View citations (11)
    See also Working Paper (2004)
  3. Inflation changes, yield spreads, and threshold effects
    International Review of Economics & Finance, 2004, 13, (2), 187-199 Downloads View citations (6)
    See also Working Paper (2002)

2001

  1. Endogenous thresholds and tests for asymmetry in US prime rate movements
    Economics Letters, 2001, 73, (2), 207-211 Downloads View citations (4)
  2. Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
    Studies in Nonlinear Dynamics & Econometrics, 2001, 5, (1), 1-15 Downloads View citations (13)
    See also Working Paper (2000)
  3. Neural network forecasting of Canadian GDP growth
    International Journal of Forecasting, 2001, 17, (1), 57-69 Downloads View citations (34)

2000

  1. Testing for asymmetry in the link between the yield spread and output in the G-7 countries
    Journal of International Money and Finance, 2000, 19, (5), 657-672 Downloads View citations (48)
    See also Working Paper (1999)
 
Page updated 2017-08-16