Greg Tkacz : Citation Profile


Are you Greg Tkacz?

Saint Francis Xavier University

11

H index

11

i10 index

334

Citations

RESEARCH PRODUCTION:

18

Articles

27

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 13
   Journals where Greg Tkacz has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 14 (4.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptk1
   Updated: 2018-08-11    RAS profile: 2018-05-22    
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Relations with other researchers


Works with:

Galbraith, John (2)

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)

Peel, David (7)

Misas, Martha (6)

López, Enrique (6)

Kotlán, Viktor (5)

GUPTA, RANGAN (5)

Panchenko, Valentyn (5)

Corradi, Valentina (4)

Zigraiova, Diana (4)

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)

McCracken, Michael (7)

Plosser, Charles (7)

Bolton, Ruth (6)

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 (2018 and 2017)


YearTitle of citing document
2018Measuring Retail Trade Using Card Transactional Data. (2018). Bodas, Diego ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon . In: Working Papers. RePEc:bbv:wpaper:1803.

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2017Communicating Uncertainty in Monetary Policy. (2017). Kozicki, Sharon ; Vardy, Jill . In: Discussion Papers. RePEc:bca:bocadp:17-14.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

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2017Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Kavtaradze, Lasha ; Mokhtari, Manouchehr. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017A ternary-state early warning system for the European Union. (2017). Papadopoulos, Savas ; Baranoff, Etti ; Sager, Thomas ; Stavroulias, Pantelis . In: Working Papers. RePEc:bog:wpaper:222.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2018Multivariate specification tests based on a dynamic Rosenblatt transform. (2018). Kheifets, Igor L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:1-14.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2017Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rodrigues, Paulo ; Duarte, Cláudia ; Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2018The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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2017Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models. (2017). Hoa, Tran Thanh . In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2017.

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2017Uncertain Potential Output and Simple Rules in Small Open Economy. (2017). Traficante, Guido. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9601-4.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2017THE BEHAVIORS OF LENDING, DEPOSIT RATES AND INTERMEDIATION PREMIUM OF PAKISTANI BANKS WITH DIFFERENT TYPES OF OWNERSHIP STRUCTURES. (2017). Nguyen, Chu V ; Nedelea, Alexandru Mircea ; Ali, Muhammad Mahboob . In: EcoForum. RePEc:scm:ecofrm:v:6:y:2017:i:1:p:49.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2018How far can we forecast? Statistical tests of the predictive content. (2018). Knüppel, Malte ; Knuppel, Malte ; Breitung, Jorg. In: Discussion Papers. RePEc:zbw:bubdps:072018.

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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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article3
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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paper22
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: 22
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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paper7
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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paper16
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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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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paper0
2007Gold Prices and Inflation In: Staff Working Papers.
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paper13
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
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paper5
2008ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers.
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paper
2008Credit, Asset Prices, and Financial Stress in Canada In: Staff Working Papers.
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paper11
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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article
1994The Term Structure and Real Activity in Canada In: Staff Working Papers.
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paper31
1994The Term Structure and Real Activity in Canada.(1994) In: Macroeconomics.
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paper
1998Predicting Canadian Recessions Using Financial Variables: A Probit Approach In: Staff Working Papers.
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paper18
1999Forecasting GDP Growth Using Artificial Neural Networks In: Staff Working Papers.
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paper9
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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article2
2009A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers.
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paper1
2011Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers.
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2013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers.
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paper3
2007Forecast content and content horizons for some important macroeconomic time series In: Canadian Journal of Economics.
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article8
2007FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES.(2007) In: Departmental Working Papers.
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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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paper1
2001Endogenous thresholds and tests for asymmetry in US prime rate movements In: Economics Letters.
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article6
2006A consistent bootstrap test for conditional density functions with time-series data In: Journal of Econometrics.
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article21
2001Neural network forecasting of Canadian GDP growth In: International Journal of Forecasting.
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article28
2018Nowcasting with payments system data In: International Journal of Forecasting.
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article0
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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article45
1999TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES.(1999) In: Departmental Working Papers.
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paper
2009Credit, Asset Prices, and Financial Stress In: International Journal of Central Banking.
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article26
2008Linear and threshold forecasts of output and inflation using stock and housing prices In: Journal of Forecasting.
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article4
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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article0

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