Details about Greg Tkacz

Access statistics for papers by Greg Tkacz.

Last updated 2020-11-12. Update your information in the RePEc Author Service.

Short-id: ptk1

Working Papers

2015

1. Nowcasting GDP with electronic payments data
   Statistics Paper Series, European Central Bank View citations (11)

2013

2. Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
   CIRANO Working Papers, CIRANO View citations (5)

2011

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

2009

4. A Consistent Test for Multivariate Conditional Distributions
   Staff Working Papers, Bank of Canada
   See also Journal Article A Consistent Test for Multivariate Conditional Distributions, Econometric Reviews, Taylor & Francis Journals (2011) View citations (2) (2011)
5. A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data
   CIRANO Working Papers, CIRANO View citations (4)

2008

6. Credit, Asset Prices, and Financial Stress in Canada
   Staff Working Papers, Bank of Canada View citations (16)
7. ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY
   Departmental Working Papers, McGill University, Department of Economics
   Also in Staff Working Papers, Bank of Canada (2007) View citations (11)

2007

8. FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES
   Departmental Working Papers, McGill University, Department of Economics View citations (18)
   See also Journal Article Forecast content and content horizons for some important macroeconomic time series, Canadian Journal of Economics, Canadian Economics Association (2007) View citations (15) (2007)
9. Gold Prices and Inflation
   Staff Working Papers, Bank of Canada View citations (21)
10. How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables
    Staff Working Papers, Bank of Canada View citations (2)

2006

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

2005

13. Quantity, Quality, and Relevance: Central Bank Research, 1990-2003
    Staff Working Papers, Bank of Canada View citations (8)

2004

14. Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework
    Staff Working Papers, Bank of Canada View citations (21)
    See also Journal Article Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2004) View citations (20) (2004)

2002

15. Inflation Changes, Yield Spreads, and Threshold Effects
    Staff Working Papers, Bank of Canada View citations (3)
    See also Journal Article Inflation changes, yield spreads, and threshold effects, International Review of Economics & Finance, Elsevier (2004) View citations (13) (2004)

2001

16. A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data
    Staff Working Papers, Bank of Canada View citations (7)
17. Evaluating Factor Models: An Application to Forecasting Inflation in Canada
    Staff Working Papers, Bank of Canada View citations (31)
18. Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods
    Staff Working Papers, Bank of Canada View citations (3)

2000

19. Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
    Staff Working Papers, Bank of Canada View citations (12)
    See also Journal Article Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2001) View citations (44) (2001)
20. Fractional Cointegration and the Demand for M1
    Staff Working Papers, Bank of Canada View citations (2)
21. Non-Parametric and Neural Network Models of Inflation Changes
    Staff Working Papers, Bank of Canada View citations (5)

1999

22. Forecasting GDP Growth Using Artificial Neural Networks
    Staff Working Papers, Bank of Canada View citations (23)
23. 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 Testing for asymmetry in the link between the yield spread and output in the G-7 countries, Journal of International Money and Finance, Elsevier (2000) View citations (64) (2000)

1998

24. Predicting Canadian Recessions Using Financial Variables: A Probit Approach
    Staff Working Papers, Bank of Canada View citations (21)

1994

25. The Term Structure and Real Activity in Canada
    Macroeconomics, University Library of Munich, Germany View citations (41)
    Also in Staff Working Papers, Bank of Canada View citations (41)

Journal Articles

2018

1. Nowcasting with payments system data
   International Journal of Forecasting, 2018, 34, (2), 366-376 View citations (35)

2013

2. 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 View citations (4)
3. Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data
   Canadian Public Policy, 2013, 39, (1), 119-134 View citations (19)
4. Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues
   C.D. Howe Institute Commentary, 2013, (387) View citations (8)

2011

5. A Consistent Test for Multivariate Conditional Distributions
   Econometric Reviews, 2011, 30, (3), 251-273 View citations (2)
   See also Working Paper A Consistent Test for Multivariate Conditional Distributions, Staff Working Papers (2009) (2009)

2010

6. An Uncertain Past: Data Revisions and Monetary Policy in Canada
   Bank of Canada Review, 2010, 2010, (Spring), 41-51 View citations (9)
7. Using dynamic factor models to forecast Canadian inflation: the role of US variables-super-1
   Applied Economics Letters, 2010, 17, (1), 15-18

2009

8. Credit, Asset Prices, and Financial Stress
   International Journal of Central Banking, 2009, 5, (4), 95-122 View citations (42)

2008

9. Linear and threshold forecasts of output and inflation using stock and housing prices
   Journal of Forecasting, 2008, 27, (2), 131-151 View citations (7)

2007

10. Forecast content and content horizons for some important macroeconomic time series
    Canadian Journal of Economics, 2007, 40, (3), 935-953 View citations (15)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2007, 40, (3), 935-953 (2007) View citations (15)
    See also Working Paper FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES, Departmental Working Papers (2007) View citations (18) (2007)

2006

11. A consistent bootstrap test for conditional density functions with time-series data
    Journal of Econometrics, 2006, 133, (2), 863-886 View citations (28)

2004

12. Combining Forecasts with Nonparametric Kernel Regressions
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (4), 18 View citations (8)
13. 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 View citations (20)
    See also Working Paper Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework, Staff Working Papers (2004) View citations (21) (2004)
14. Inflation changes, yield spreads, and threshold effects
    International Review of Economics & Finance, 2004, 13, (2), 187-199 View citations (13)
    See also Working Paper Inflation Changes, Yield Spreads, and Threshold Effects, Staff Working Papers (2002) View citations (3) (2002)

2001

15. Endogenous thresholds and tests for asymmetry in US prime rate movements
    Economics Letters, 2001, 73, (2), 207-211 View citations (9)
16. Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
    Studies in Nonlinear Dynamics & Econometrics, 2001, 5, (1), 15 View citations (44)
    See also Working Paper Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator, Staff Working Papers (2000) View citations (12) (2000)
17. Neural network forecasting of Canadian GDP growth
    International Journal of Forecasting, 2001, 17, (1), 57-69 View citations (63)

2000

18. 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 View citations (64)
    See also Working Paper TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES, Departmental Working Papers (1999) (1999)