15
H index
18
i10 index
576
Citations
Greg Tkacz : Citation Profile
Saint Francis Xavier University | RESEARCH PRODUCTION: 19 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1994 - 2018). 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:
| Cites to:
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Main data
Where Greg Tkacz has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 18 |
Recent works citing Greg Tkacz (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Artificial neural networks and time series of counts: A class of nonlinear INGARCH models. (2023). Jahn, Malte. In: Papers. RePEc:arx:papers:2304.01025. Full description at Econpapers || Download paper |
| 2024 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper |
| 2024 | Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571. Full description at Econpapers || Download paper |
| 2023 | What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13. Full description at Econpapers || Download paper |
| 2023 | A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23. Full description at Econpapers || Download paper |
| 2023 | Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23. Full description at Econpapers || Download paper |
| 2023 | Data science in central banking: applications and tools. (2023). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:59. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
| 2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper |
| 2023 | Ace in Hand: The Value of Card Data in the Game of Nowcasting. (2023). Belka, Jan ; Adam, Tomas ; Schwarz, Jiri ; Prause, Hana ; Mateju, Jakub ; Hluze, Martin. In: Working Papers. RePEc:cnb:wpaper:2023/14. Full description at Econpapers || Download paper |
| 2023 | Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data. (2023). Galbraith, John W ; Camara, Youssouf ; Bounie, David. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002069. Full description at Econpapers || Download paper |
| 2023 | FinTech and the COVID-19 pandemic: Evidence from electronic payment systems. (2023). Tut, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000043. Full description at Econpapers || Download paper |
| 2023 | Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868. Full description at Econpapers || Download paper |
| 2023 | How to Hedge against Inflation Risk in Vietnam. (2023). Thanh, Nguyen Thi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:3:p:94-:d:1097121. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0. Full description at Econpapers || Download paper |
| 2023 | On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note. (2023). Tessierc, David ; Racicota, Franois-Eric. In: Working Papers. RePEc:ipg:wpaper:2023-001. Full description at Econpapers || Download paper |
| 2023 | The accuracy and informativeness of agricultural baselines. (2023). Kuethe, Todd H ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:4:p:1116-1148. Full description at Econpapers || Download paper |
| 2023 | Forecasting sovereign risk in the Euro area via machine learning. (2023). Istrefi, Klodiana ; CAICEDO GRACIANO, Carlos Mateo ; Boeckelmann, Lukas ; di Iorio, Alberto ; Belly, Guillaume ; Stallabourdillon, Arthur ; Siakoulis, Vasileios. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:657-684. Full description at Econpapers || Download paper |
Works by Greg Tkacz:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | An Uncertain Past: Data Revisions and Monetary Policy in Canada In: Bank of Canada Review. [Full Text][Citation analysis] | article | 6 |
| 2000 | Fractional Cointegration and the Demand for M1 In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator In: Staff Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2001 | Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator.(2001) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2000 | Non-Parametric and Neural Network Models of Inflation Changes In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Evaluating Factor Models: An Application to Forecasting Inflation in Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2001 | A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2002 | Inflation Changes, Yield Spreads, and Threshold Effects In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Inflation changes, yield spreads, and threshold effects.(2004) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2004 | Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework In: Staff Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2004 | Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework.(2004) In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2005 | Quantity, Quality, and Relevance: Central Bank Research, 1990-2003 In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Gold Prices and Inflation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2007 | Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2008 | Credit, Asset Prices, and Financial Stress in Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | A Consistent Test for Multivariate Conditional Distributions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A Consistent Test for Multivariate Conditional Distributions.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 1994 | The Term Structure and Real Activity in Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 1994 | The Term Structure and Real Activity in Canada.(1994) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 1998 | Predicting Canadian Recessions Using Financial Variables: A Probit Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 1999 | Forecasting GDP Growth Using Artificial Neural Networks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2004 | Combining Forecasts with Nonparametric Kernel Regressions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2013 | Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues In: C.D. Howe Institute Commentary. [Full Text][Citation analysis] | article | 8 |
| 2009 | A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Forecast content and content horizons for some important macroeconomic time series In: Canadian Journal of Economics. [Citation analysis] | article | 16 |
| 2007 | FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES.(2007) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2007 | Forecast content and content horizons for some important macroeconomic time series.(2007) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2013 | Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data In: Canadian Public Policy. [Full Text][Citation analysis] | article | 17 |
| 2015 | Nowcasting GDP with electronic payments data In: Statistics Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2001 | Endogenous thresholds and tests for asymmetry in US prime rate movements In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2006 | A consistent bootstrap test for conditional density functions with time-series data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
| 2001 | Neural network forecasting of Canadian GDP growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 55 |
| 2018 | Nowcasting with payments system data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2000 | Testing for asymmetry in the link between the yield spread and output in the G-7 countries In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 59 |
| 1999 | TESTING 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 nother version. Agregated cites: 59 | paper | |
| 2009 | Credit, Asset Prices, and Financial Stress In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 41 |
| 2008 | Linear and threshold forecasts of output and inflation using stock and housing prices In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2006 | HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Using dynamic factor models to forecast Canadian inflation: the role of US variables-super-1 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | An economic efficiency study on different regions of Ghana via Slack-based data envelopment analysis and regression analysis In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
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