15
H index
18
i10 index
594
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 (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | 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 |
| 2024 | Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper |
| 2024 | Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123. Full description at Econpapers || Download paper |
| 2024 | A literature review of economic efficiency assessments using Data Envelopment Analysis. (2024). Lacerda, Daniel Pacheco ; Piran, Fabio Sartori ; Silva, Maria Conceicao ; Camanho, Ana Santos. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:1-18. Full description at Econpapers || Download paper |
| 2024 | Economy and carbon dioxide emissions effects of energy structures in China: Evidence based on a novel AHP-SBMDEA model. (2024). Guo, Qing ; Cao, Lian ; Han, Yongming ; Liu, Min ; Fan, Jinzhen ; Yang, Weiyang ; Geng, Zhiqiang. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223031808. Full description at Econpapers || Download paper |
| 2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper |
| 2024 | Nowcasting economic activity with mobility data. (2024). Oh, Yusuke ; Sugo, Tomohiro ; Takahashi, Koji ; Matsumura, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:73:y:2024:i:c:s0889158324000236. Full description at Econpapers || Download paper |
| 2024 | REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Ghosh, Saurabh ; Bhadury, Soumya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130. Full description at Econpapers || Download paper |
| 2024 | Banking stability determinants: evidence from Portugal. (2024). Abreu, Simo Rodrigues ; Medeiros, Maria Teresa. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:2:d:10.1057_s41261-023-00222-x. Full description at Econpapers || Download paper |
| 2024 | Non-Linear Dynamics of Yield Spreads and Inflation: Evidence from India. (2024). Seet, Subrat Kumar ; Pawar, Amit ; Gupta, Mayank ; Suraj, S. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00410-0. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
| 2024 | Forecasting CPI with multisource data: The value of media and internet information. (2024). Jin, Wei ; Fan, Xinyue ; Zheng, Tingguo ; Fang, Kuangnan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:702-753. 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 | 53 |
| 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: 53 | 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 | 12 |
| 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: 12 | 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 | 21 |
| 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 | 58 |
| 2018 | Nowcasting with payments system data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
| 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 | 43 |
| 2008 | Linear and threshold forecasts of output and inflation using stock and housing prices In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 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 | 4 |
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