Information about:
Greg Tkacz

Other registered authors

Email:
Homepage: http://www.bankofcanada.ca/ec/gtkacz
Postal Address:
Phone:

Affiliation

• Bank of Canada

  Location: Ottawa, Canada
  Homepage: http://www.bank-banque-canada.ca/
  Email:
  Phone: 1-800-303-1282
  Fax: (613) 782-7713
  Postal: 234 Wellington, Ottawa, ON, K1A 0G9
  Handle: RePEc:edi:bocgvca (registered authors at this institution)

Working papers

1. John Galbraith & Greg Tkacz, 2009. "A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data," CIRANO Working Papers 2009s-23, CIRANO. [Downloadable!]

2. Miroslav Misina & Greg Tkacz, 2008. "Credit, Asset Prices, and Financial Stress in Canada," Working Papers 08-10, Bank of Canada. [Downloadable!]

3. John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2007-01, McGill University, Department of Economics. [Downloadable!]
   Published as:
   • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 935-953, August. [Downloadable!] (restricted)

4. John W. Galbraith & Greg Tkacz, 2007. "Electronic Transactions as High-Frequency Indicators of Economic Activity," Working Papers 07-58, Bank of Canada. [Downloadable!]
   Other versions:
   • John Galbraith & Greg Tkacz, . "Electronic Transactions As High-Frequency Indicators Of Economics Activity," Departmental Working Papers 2008-04, McGill University, Department of Economics. [Downloadable!]

5. Greg Tkacz, 2007. "Gold Prices and Inflation," Working Papers 07-35, Bank of Canada. [Downloadable!]

6. John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Working Papers 07-1, Bank of Canada. [Downloadable!]

7. Greg Tkacz & Carolyn Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Working Papers 06-25, Bank of Canada. [Downloadable!]

8. John G. Galbraith & Greg Tkacz, 2006. "How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2006-13, McGill University, Department of Economics. [Downloadable!]

9. Pierre St-Amant & Greg Tkacz & Annie Guérard-Langlois & Louis Morel, 2005. "Quantity, Quality, and Relevance: Central Bank Research, 1990-2003," Working Papers 05-37, Bank of Canada. [Downloadable!]

10. Jean-Paul Lam, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Working Papers 04-9, Bank of Canada. [Downloadable!]
    Published as:
    • Jean-Paul Lam & Greg Tkacz, 2004. "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), vol. 140(I), pages 89-126, March. [Downloadable!]

11. Greg Tkacz, 2002. "Inflation Changes, Yield Spreads, and Threshold Effects," Working Papers 02-40, Bank of Canada. [Downloadable!]
    Published as:
    • Tkacz, Greg, 2004. "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 187-199. [Downloadable!] (restricted)

12. Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Working Papers 01-21, Bank of Canada. [Downloadable!]

13. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Working Papers 01-18, Bank of Canada. [Downloadable!]

14. Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Working Papers 01-12, Bank of Canada. [Downloadable!]

15. Tkacz, Greg, 2000. "Non-Parametric and Neural Network Models of Inflation Changes," Working Papers 00-7, Bank of Canada. [Downloadable!]

16. Tkacz, Greg, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Working Papers 00-5, Bank of Canada. [Downloadable!]

17. Tkacz, Greg, 2000. "Fractional Cointegration and the Demand for M1," Working Papers 00-12, Bank of Canada. [Downloadable!]

18. Tkacz, Greg & Hu, Sarah, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Working Papers 99-3, Bank of Canada. [Downloadable!]

19. John W. Galbraith & Greg Tkacz, 1999. "Testing For Asymmetry In The Link Between The Yield Spread And Output In The G-7 Countries," Departmental Working Papers 1999-02, McGill University, Department of Economics.
    Published as:
    • Galbraith, John W. & Tkacz, Greg, 2000. "Testing for asymmetry in the link between the yield spread and output in the G-7 countries," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 657-672, October. [Downloadable!] (restricted)

20. Atta-Mensah, Joseph & Tkacz, Greg, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Working Papers 98-5, Bank of Canada. [Downloadable!]

21. Barry Cozier & Greg Tkacz, . "The Term Structure and Real Activity in Canada," Working Papers 94-3, Bank of Canada. [Downloadable!]
    Other versions:
    • Barry Cozier & Greg Tkacz, 1994. "The Term Structure and Real Activity in Canada," Macroeconomics 9406001, EconWPA, revised 23 Jun 1994. [Downloadable!]

1. Greg Tkacz & Carolyn Wilkins, 2008. "Linear and threshold forecasts of output and inflation using stock and housing prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 131-151. [Downloadable!]

2. John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 935-953, August. [Downloadable!] (restricted)
   Other versions:
   • John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2007-01, McGill University, Department of Economics. [Downloadable!]

3. Li, Fuchun & Tkacz, Greg, 2006. "A consistent bootstrap test for conditional density functions with time-series data," Journal of Econometrics, Elsevier, vol. 133(2), pages 863-886, August. [Downloadable!] (restricted)

4. Tkacz, Greg, 2004. "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 187-199. [Downloadable!] (restricted)
   Other versions:
   • Greg Tkacz, 2002. "Inflation Changes, Yield Spreads, and Threshold Effects," Working Papers 02-40, Bank of Canada. [Downloadable!]

5. Jean-Paul Lam & Greg Tkacz, 2004. "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), vol. 140(I), pages 89-126, March. [Downloadable!]
   Other versions:
   • Jean-Paul Lam, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Working Papers 04-9, Bank of Canada. [Downloadable!]

6. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69. [Downloadable!] (restricted)

7. Tkacz, Greg, 2001. "Endogenous thresholds and tests for asymmetry in US prime rate movements," Economics Letters, Elsevier, vol. 73(2), pages 207-211, November. [Downloadable!] (restricted)

8. Galbraith, John W. & Tkacz, Greg, 2000. "Testing for asymmetry in the link between the yield spread and output in the G-7 countries," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 657-672, October. [Downloadable!] (restricted)
   Other versions:
   • John W. Galbraith & Greg Tkacz, 1999. "Testing For Asymmetry In The Link Between The Yield Spread And Output In The G-7 Countries," Departmental Working Papers 1999-02, McGill University, Department of Economics.

9. RePEc:bep:sndecm:5:2001:1:1068-1068 is not listed on IDEAS

10. RePEc:bep:sndecm:8:2004:4:1129-1129 is not listed on IDEAS

1. NEP-CBA: Central Banking (4) 2001-12-26 2003-04-21 2005-12-14 2007-06-30
2. NEP-CMP: Computational Economics (2) 2001-12-26 2001-12-26
3. NEP-DGE: Dynamic General Equilibrium (1) 2004-08-23
4. NEP-ECM: Econometrics (6) 2000-07-03 2001-12-26 2001-12-26 2001-12-26 2006-09-23 2007-02-10 Author is listed
5. NEP-ETS: Econometric Time Series (9) 2000-07-03 2000-07-03 2000-09-01 2001-12-26 2001-12-26 2006-08-05 2006-09-23 2007-02-10 2007-04-21 Author is listed
6. NEP-FIN: Finance (1) 2004-08-23
7. NEP-FMK: Financial Markets (3) 1998-07-27 2000-07-03 2008-04-29
8. NEP-FOR: Forecasting (5) 2006-08-05 2006-09-23 2007-02-10 2007-04-21 2008-08-06 Author is listed
9. NEP-MAC: Macroeconomics (10) 2001-12-04 2003-04-21 2004-08-23 2005-12-14 2006-08-05 2007-02-10 2007-04-21 2007-06-30 2008-01-05 2008-04-29 Author is listed
10. NEP-MON: Monetary Economics (4) 2000-07-03 2000-09-01 2005-12-14 2007-06-30
11. NEP-MST: Market Microstructure (2) 2008-01-05 2009-06-03
12. NEP-URE: Urban & Real Estate Economics (1) 2006-08-05

This page was last updated on 2009-11-12.