Get started
Author

Greg Tkacz

Neural network forecasting of Canadian GDP growth
2001 · Greg Tkacz · International Journal of Forecasting · 219
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
2001 · Greg Tkacz · Studies in Nonlinear Dynamics and Econometrics · 89
Testing for asymmetry in the link between the yield spread and output in the G-7 countries
2000 · John W. Galbraith, Greg Tkacz · Journal of International Money and Finance · 81
Nowcasting with payments system data
2017 · John W. Galbraith, Greg Tkacz · International Journal of Forecasting · 54
Evaluating Factor Models: An Application to Forecasting Inflation in Canada
2021 · Gosselin, Marc-André, Tkacz, Greg · RePEc: Research Papers in Economics · 50
Forecasting GDP Growth Using Artificial Neural Networks
2021 · Tkacz, Greg, Hu, Sarah · 50
Credit, Asset Prices, and Financial Stress
2012 · Miroslav Misina, Greg Tkacz · 50
A consistent bootstrap test for conditional density functions with time-series data
2005 · Fuchun Li, Greg Tkacz · Journal of Econometrics · 44
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
2001 · Greg Tkacz · Studies in Nonlinear Dynamics and Econometrics · 36
Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework
2021 · Lam, Jean-Paul, Tkacz, Greg · RePEc: Research Papers in Economics · 32
Forecast content and content horizons for some important macroeconomic time series
2007 · John W. Galbraith, Greg Tkacz · Canadian Journal of Economics/Revue canadienne d économique · 32
Endogenous thresholds and tests for asymmetry in US prime rate movements
2001 · Greg Tkacz · Economics Letters · 31
Predicting Canadian Recessions Using Financial Variables: A Probit Approach
2021 · Atta-Mensah, Joseph, Tkacz, Greg · RePEc: Research Papers in Economics · 29
Gold Prices and Inflation
2021 · Tkacz, Greg · Econstor (Econstor) · 27
PDF
Nowcasting GDP with electronic payments data
2015 · John W. Galbraith, Greg Tkacz · RePEc: Research Papers in Economics · 27
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data
2013 · John W. Galbraith, Greg Tkacz · Canadian Public Policy · 26
Linear and threshold forecasts of output and inflation using stock and housing prices
2008 · Greg Tkacz, Carolyn Wilkins · Journal of Forecasting · 23
Electronic Transactions as High-Frequency Indicators of Economic Activity
2021 · Galbraith, John W., Tkacz, Greg · 22
The Term Structure and Real Activity in Canada
2021 · Crozier, Barry, Tkacz, Greg · SSRN Electronic Journal · 17
Inflation changes, yield spreads, and threshold effects
2003 · Greg Tkacz · International Review of Economics & Finance · 12
PDF
Quantity, Quality, and Relevance: Central Bank Research, 1990–2003
2021 · St-Amant, Pierre, Tkacz, Greg, et al. · RePEc: Research Papers in Economics · 9
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
2013 · John W. Galbraith, Greg Tkacz · SSRN Electronic Journal · 9
Combining Forecasts with Nonparametric Kernel Regressions
2004 · Fuchun Li, Greg Tkacz · Studies in Nonlinear Dynamics and Econometrics · 9
Credit, Asset Prices, and Financial Stress in Canada
2021 · Misina, Miroslav, Tkacz, Greg · Econstor (Econstor) · 8
PDF
An Uncertain Past: Data Revisions and Monetary Policy in Canada
2010 · Greg Tkacz · RePEc: Research Papers in Economics · 7
Works count: 50
Citation count: 1,041
H-index: 18
I10-index: 20
Year
Topic
Type