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Greg Tkacz

Personal Details

First Name:Greg
Middle Name:
Last Name:Tkacz
Suffix:
RePEc Short-ID:ptk1
http://www.tkacz.ca

Affiliation

Economics Department
Saint Francis Xavier University

Antigonish, Canada
http://sites.stfx.ca/economics
RePEc:edi:edsfxca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Galbraith, John W. & Tkacz, Greg, 2015. "Nowcasting GDP with electronic payments data," Statistics Paper Series 10, European Central Bank.
  2. John W. Galbraith & Greg Tkacz, 2013. "Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases," CIRANO Working Papers 2013s-25, CIRANO.
  3. John W. Galbraith & Greg Tkacz, 2011. "Analyzing Economic Effects of Extreme Events using Debit and Payments System Data," CIRANO Working Papers 2011s-70, CIRANO.
  4. Fuchun Li & Greg Tkacz, 2009. "A Consistent Test for Multivariate Conditional Distributions," Staff Working Papers 09-34, Bank of Canada.
  5. John W. Galbraith & Greg Tkacz, 2009. "A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data," CIRANO Working Papers 2009s-23, CIRANO.
  6. Miroslav Misina & Greg Tkacz, 2008. "Credit, Asset Prices, and Financial Stress in Canada," Staff Working Papers 08-10, Bank of Canada.
  7. Greg Tkacz, 2007. "Gold Prices and Inflation," Staff Working Papers 07-35, Bank of Canada.
  8. 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.
  9. John Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
  10. John Galbraith & Greg Tkacz, 2007. "Electronic Transactions as High-Frequency Indicators of Economic Activity," Staff Working Papers 07-58, Bank of Canada.
  11. 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.
  12. Greg Tkacz & Carolyn A. Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers 06-25, Bank of Canada.
  13. Pierre St-Amant & Greg Tkacz & Annie Guérard-Langlois & Louis Morel, 2005. "Quantity, Quality, and Relevance: Central Bank Research, 1990-2003," Staff Working Papers 05-37, Bank of Canada.
  14. Jean-Paul Lam, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Staff Working Papers 04-9, Bank of Canada.
  15. Greg Tkacz, 2002. "Inflation Changes, Yield Spreads, and Threshold Effects," Staff Working Papers 02-40, Bank of Canada.
  16. Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers 01-12, Bank of Canada.
  17. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers 01-18, Bank of Canada.
  18. Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers 01-21, Bank of Canada.
  19. Greg Tkacz, 2000. "Fractional Cointegration and the Demand for M1," Staff Working Papers 00-12, Bank of Canada.
  20. Greg Tkacz, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers 00-5, Bank of Canada.
  21. Greg Tkacz, 2000. "Non-Parametric and Neural Network Models of Inflation Changes," Staff Working Papers 00-7, Bank of Canada.
  22. 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.
  23. Greg Tkacz & Sarah Hu, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Staff Working Papers 99-3, Bank of Canada.
  24. Joseph Atta-Mensah & Greg Tkacz, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Staff Working Papers 98-5, Bank of Canada.
  25. Barry Cozier & Greg Tkacz, "undated". "The Term Structure and Real Activity in Canada," Staff Working Papers 94-3, Bank of Canada.

Articles

  1. Galbraith, John W. & Tkacz, Greg, 2018. "Nowcasting with payments system data," International Journal of Forecasting, Elsevier, vol. 34(2), pages 366-376.
  2. Orla A. Murphy & Ping Wang & Sunny X. Wang & Greg Tkacz, 2013. "An economic efficiency study on different regions of Ghana via Slack-based data envelopment analysis and regression analysis," Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4773-4780, December.
  3. Greg Tkacz, 2013. "Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 387, September.
  4. John W. Galbraith & Greg Tkacz, 2013. "Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data," Canadian Public Policy, University of Toronto Press, vol. 39(1), pages 119-134, March.
  5. Fuchun Li & Greg Tkacz, 2011. "A Consistent Test for Multivariate Conditional Distributions," Econometric Reviews, Taylor & Francis Journals, vol. 30(3), pages 251-273.
  6. Greg Tkacz, 2010. "An Uncertain Past: Data Revisions and Monetary Policy in Canada," Bank of Canada Review, Bank of Canada, vol. 2010(Spring), pages 41-51.
  7. Marc-Andr� Gosselin & Greg Tkacz, 2010. "Using dynamic factor models to forecast Canadian inflation: the role of US variables-super-1," Applied Economics Letters, Taylor & Francis Journals, vol. 17(1), pages 15-18, January.
  8. Miroslav Misina & Greg Tkacz, 2009. "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 95-122, December.
  9. 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.
  10. 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.
  11. 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.
  12. Li Fuchun & Tkacz Greg, 2004. "Combining Forecasts with Nonparametric Kernel Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-18, December.
  13. Tkacz, Greg, 2004. "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 187-199.
  14. 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.
  15. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
  16. Tkacz, Greg, 2001. "Endogenous thresholds and tests for asymmetry in US prime rate movements," Economics Letters, Elsevier, vol. 73(2), pages 207-211, November.
  17. Tkacz Greg, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-15, April.
  18. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 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 2011-11-21 2014-04-18. Author is listed
  2. 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
  3. NEP-ECM: Econometrics (7) 2000-07-03 2001-12-26 2001-12-26 2001-12-26 2006-09-23 2007-02-10 2010-01-10. Author is listed
  4. NEP-FOR: Forecasting (5) 2006-08-05 2006-09-23 2007-02-10 2007-04-21 2008-08-06. Author is listed
  5. NEP-CBA: Central Banking (4) 2001-12-26 2003-04-21 2005-12-14 2007-06-30
  6. NEP-MON: Monetary Economics (4) 2000-07-03 2000-09-01 2005-12-14 2007-06-30
  7. NEP-FMK: Financial Markets (3) 1998-07-27 2000-07-03 2008-04-29
  8. NEP-CMP: Computational Economics (2) 2001-12-26 2001-12-26
  9. NEP-MST: Market Microstructure (2) 2008-01-05 2009-06-03
  10. NEP-DGE: Dynamic General Equilibrium (1) 2004-08-23
  11. NEP-FIN: Finance (1) 2004-08-23
  12. NEP-URE: Urban and Real Estate Economics (1) 2006-08-05

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