Greg Tkacz : Citation Profile


Are you Greg Tkacz?

Saint Francis Xavier University

11

H index

13

i10 index

407

Citations

RESEARCH PRODUCTION:

19

Articles

27

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 16
   Journals where Greg Tkacz has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 14 (3.33 %)

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   Permalink: http://citec.repec.org/ptk1
   Updated: 2021-04-17    RAS profile: 2020-11-12    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Greg Tkacz.

Is cited by:

Paya, Ivan (13)

Venetis, Ioannis (11)

van Dijk, Dick (8)

Kim, Hyeongwoo (8)

Peel, David (7)

Misas, Martha (6)

López, Enrique (6)

GUPTA, RANGAN (5)

Kotlán, Viktor (5)

Li, Fuchun (5)

Kim, Hyun Hak (5)

Cites to:

Stock, James (21)

Watson, Mark (20)

Diebold, Francis (18)

Galbraith, John (14)

Andrews, Donald (9)

Mishkin, Frederic (9)

Hansen, Bruce (8)

West, Kenneth (7)

King, Robert (7)

Plosser, Charles (7)

McCracken, Michael (7)

Main data


Where Greg Tkacz has published?


Journals with more than one article published# docs
International Journal of Forecasting2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada18

Recent works citing Greg Tkacz (2021 and 2020)


YearTitle of citing document
2020Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03.

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2020Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2021Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster. (2021). Majhi, Babita ; Managi, Shunsuke ; Kalli, Rajesh ; Jena, Pradyot Ranjan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:324-339.

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2020Artificial neural network regression models in a panel setting: Predicting economic growth. (2020). Jahn, Malte. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:148-154.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Persistence in per capita energy consumption: A fractional integration approach with a Fourier function. (2020). yilanci, Veli ; Görüş, Muhammed ; Gorus, Muhammed Sehid ; Bozoklu, Seref. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302668.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Neural Network Pricing of American Put Options. (2020). Sequeira, Bernardo ; Lopes, Sara D ; Gaspar, Raquel M. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:73-:d:379508.

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2020Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions. (2020). Galbraith, John ; Camara, Youssouf ; Bounie, David. In: Working Papers. RePEc:hal:wpaper:hal-02864695.

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2020Neural Network pricing of American put options. (2020). Sequeira, Bernardo ; Lopes, Sara D ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp01222020.

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2020Analysis of the Impact of China’s GDP Data Revision on Monetary Policy from the Perspective of Uncertainty. (2020). Lv, Guangming ; Zhu, Yuhan ; Yu, Xueting. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:6:p:1251-1274.

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2021From Transactions Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending. (2019). Sahm, Claudia R ; Lengermann, Paul ; Feiveson, Laura ; Dunn, Wendy ; Aron-Dine, Shifrah ; Aladangady, Aditya. In: NBER Chapters. RePEc:nbr:nberch:14267.

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2020FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems. (2020). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:102401.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2020The expected time to cross a threshold and its determinants: A simple and flexible framework. (2020). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202006.

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2020A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies. (2020). Huang, Meichi. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01679-4.

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2020Forecasting financial stress indices in Korea: a factor model approach. (2020). Kim, Hyeongwoo ; Shi, Wen. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01744-y.

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2021Is gold a useful hedge against inflation across multiple time horizons?. (2021). Ortiz, Jaime ; Su, Chi-Wei ; Xu, Yingying. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01807-0.

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2020Systemic financial risk indicators and securitised assets: an agent-based framework. (2020). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00268-z.

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2020Zur Prognostizierbarkeit von Krisen. (2020). Tichy, Gunther. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2020:i:3:p:193-206.

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2020Modeling of frequency containment reserve prices with econometrics and artificial intelligence. (2020). Fichtner, Wolf ; Keles, Dogan ; Kraft, Emil. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1179-1197.

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2021Neural network structure identification in inflation forecasting. (2021). Arneri, Josip ; Estanovi, Tea. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:62-79.

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2021Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

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Works by Greg Tkacz:


YearTitleTypeCited
2010An Uncertain Past: Data Revisions and Monetary Policy in Canada In: Bank of Canada Review.
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article4
2000Fractional Cointegration and the Demand for M1 In: Staff Working Papers.
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paper1
2000Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator In: Staff Working Papers.
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paper29
2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator.(2001) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 29
article
2000Non-Parametric and Neural Network Models of Inflation Changes In: Staff Working Papers.
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paper3
2001Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods In: Staff Working Papers.
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paper3
2001Evaluating Factor Models: An Application to Forecasting Inflation in Canada In: Staff Working Papers.
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paper24
2001A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data In: Staff Working Papers.
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paper7
2002Inflation Changes, Yield Spreads, and Threshold Effects In: Staff Working Papers.
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paper9
2004Inflation changes, yield spreads, and threshold effects.(2004) In: International Review of Economics & Finance.
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article
2004Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework In: Staff Working Papers.
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paper18
2004Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework.(2004) In: Swiss Journal of Economics and Statistics (SJES).
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This paper has another version. Agregated cites: 18
article
2005Quantity, Quality, and Relevance: Central Bank Research, 1990-2003 In: Staff Working Papers.
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paper2
2006Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices In: Staff Working Papers.
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paper2
2007How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables In: Staff Working Papers.
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paper1
2007Gold Prices and Inflation In: Staff Working Papers.
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paper15
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
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paper6
2008ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers.
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2008Credit, Asset Prices, and Financial Stress in Canada In: Staff Working Papers.
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paper13
2009A Consistent Test for Multivariate Conditional Distributions In: Staff Working Papers.
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paper1
2011A Consistent Test for Multivariate Conditional Distributions.(2011) In: Econometric Reviews.
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This paper has another version. Agregated cites: 1
article
1994The Term Structure and Real Activity in Canada In: Staff Working Papers.
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paper32
1994The Term Structure and Real Activity in Canada.(1994) In: Macroeconomics.
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This paper has another version. Agregated cites: 32
paper
1998Predicting Canadian Recessions Using Financial Variables: A Probit Approach In: Staff Working Papers.
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paper20
1999Forecasting GDP Growth Using Artificial Neural Networks In: Staff Working Papers.
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paper11
2004Combining Forecasts with Nonparametric Kernel Regressions In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2013Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues In: C.D. Howe Institute Commentary.
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article6
2009A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers.
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paper2
2011Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers.
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paper0
2013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers.
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paper4
2007Forecast content and content horizons for some important macroeconomic time series In: Canadian Journal of Economics.
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article11
2007FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES.(2007) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 11
paper
2007Forecast content and content horizons for some important macroeconomic time series.(2007) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has another version. Agregated cites: 11
article
2013Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data In: Canadian Public Policy.
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article6
2015Nowcasting GDP with electronic payments data In: Statistics Paper Series.
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paper2
2001Endogenous thresholds and tests for asymmetry in US prime rate movements In: Economics Letters.
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article8
2006A consistent bootstrap test for conditional density functions with time-series data In: Journal of Econometrics.
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article22
2001Neural network forecasting of Canadian GDP growth In: International Journal of Forecasting.
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article40
2018Nowcasting with payments system data In: International Journal of Forecasting.
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article4
2000Testing for asymmetry in the link between the yield spread and output in the G-7 countries In: Journal of International Money and Finance.
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article53
1999TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES.(1999) In: Departmental Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 53
paper
2009Credit, Asset Prices, and Financial Stress In: International Journal of Central Banking.
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article36
2008Linear and threshold forecasts of output and inflation using stock and housing prices In: Journal of Forecasting.
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article5
2006HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES In: Departmental Working Papers.
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paper3
2010Using dynamic factor models to forecast Canadian inflation: the role of US variables-super-1 In: Applied Economics Letters.
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article0
2013An economic efficiency study on different regions of Ghana via Slack-based data envelopment analysis and regression analysis In: Applied Economics.
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article2

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