14
H index
17
i10 index
550
Citations
Saint Francis Xavier University | 14 H index 17 i10 index 550 Citations RESEARCH PRODUCTION: 19 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: |
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 |
Year | Title of citing document |
---|---|
2022 | What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques. (2022). Asongu, Simplice A ; Obeng, Camara K ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/061. Full description at Econpapers || Download paper |
2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers || Download paper |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper |
2021 | Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299. Full description at Econpapers || Download paper |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper |
2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. Full description at Econpapers || Download paper |
2022 | Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9. Full description at Econpapers || Download paper |
2021 | Using 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. Full description at Econpapers || Download paper |
2021 | Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data. (2021). Welte, Angelika ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:21-43. Full description at Econpapers || Download paper |
2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper |
2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. Full description at Econpapers || Download paper |
2021 | Exploiting payments to track Italian economic activity: the experience at Banca d’Italia. (2021). Zizza, Roberta ; Gambini, Alessandro ; aprigliano, valentina ; Renzi, Nazzareno ; Emiliozzi, Simone ; Cavallero, Alessandro ; Cassetta, Alessia ; Ardizzi, Guerino. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_609_21. 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 |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper |
2021 | The variations in individual consumption change and the substitution effect under the shock of COVID?19: Evidence from payment system data in China. (2021). Zhang, Yina ; Gao, Ming ; Xu, Jie. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:2:p:990-1010. Full description at Econpapers || Download paper |
2022 | A Simple Theory-Based Estimate of the Real Natural Rate of Interest in Open Economies. (2022). Segal, Guy ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.06. Full description at Econpapers || Download paper |
2022 | A Nowcasting Model of Exports Using Maritime Big Data. (2022). Hisano, Ryohei ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e19. Full description at Econpapers || Download paper |
2021 | Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05. Full description at Econpapers || Download paper |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165. Full description at Econpapers || Download paper |
2021 | Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions. (2021). Galbraith, John W ; Camara, Youssouf ; Bounie, David. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-17. Full description at Econpapers || Download paper |
2021 | Impact 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. Full description at Econpapers || Download paper |
2021 | The Daily Economic Indicator: tracking economic activity daily during the lockdown. (2021). Rua, Antonio ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000894. Full description at Econpapers || Download paper |
2021 | Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405. Full description at Econpapers || Download paper |
2021 | On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. (2021). Kunst, Robert ; Costantini, Mauro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460. Full description at Econpapers || Download paper |
2021 | Measuring and forecasting retail trade in real time using card transactional data. (2021). Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Rodrigo, Tomasa ; Pacce, Matias ; Garcia, Juan R. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1235-1246. Full description at Econpapers || Download paper |
2022 | Guest editorial: Economic forecasting in times of COVID-19. (2022). Sheng, Xuguang Simon ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:527-528. Full description at Econpapers || Download paper |
2021 | The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251. Full description at Econpapers || Download paper |
2021 | The impact of the yield curve on bank equity returns: Evidence from Canada. (2021). Batabyal, Sourav ; Egly, Peter V ; Killins, Robert N. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:319-329. Full description at Econpapers || Download paper |
2022 | Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration. (2022). Gau, Yin-Feng ; Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:384-401. Full description at Econpapers || Download paper |
2022 | Forecasting Macroeconomic Indicators for Selected European Union Countries. (2022). Surowka, Agata ; Migala-Warchol, Aldona. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:2:p:420-431. Full description at Econpapers || Download paper |
2022 | What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques. (2022). Asongu, Simplice A ; Obeng, Camara K ; Ofori, Isaac K. In: Working Papers. RePEc:exs:wpaper:22/061. Full description at Econpapers || Download paper |
2021 | Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade. (2021). Krane, Spencer ; Brave, Scott ; Aaronson, Daniel ; Karger, Ezra ; Fogarty, Michael. In: Working Paper Series. RePEc:fip:fedhwp:92147. Full description at Econpapers || Download paper |
2021 | The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140. Full description at Econpapers || Download paper |
2022 | Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey. (2022). Tiwari, Aviral Kumar ; Gok, Remzi. In: Istanbul Business Research. RePEc:ist:ibsibr:v:51:y:2022:i:2:p:535-561. Full description at Econpapers || Download paper |
2022 | Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR. (2022). RodrÃguez, Gabriel ; Rodriguez, Gabriel ; Saravia, Alexander Boca. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09374-0. Full description at Econpapers || Download paper |
2021 | Trade impacts of the New Silk Road in Africa: Insight from Neural Networks Analysis. (2021). Gbongli, Komlan ; Dumor, Koffi. In: Theory Methodology Practice (TMP). RePEc:mic:tmpjrn:v:17:y:2021:i:02:p:13-26. Full description at Econpapers || Download paper |
2021 | From 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. Full description at Econpapers || Download paper |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:29003. Full description at Econpapers || Download paper |
2021 | Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning. (2021). Ofori, Isaac K. In: MPRA Paper. RePEc:pra:mprapa:108622. Full description at Econpapers || Download paper |
2021 | Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies. (2021). Amavilah, Voxi Heinrich ; Otero, Abraham ; Andres, Antonio Rodriguez. In: MPRA Paper. RePEc:pra:mprapa:109137. Full description at Econpapers || Download paper |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202151. Full description at Econpapers || Download paper |
2021 | Quantitative Dynamics Effects of Belt and Road Economies Trade Using Structural Gravity and Neural Networks. (2021). Ainam, Jean-Paul ; Yao, LI ; Dumor, Koffi ; Ayivi, Williams ; Amouzou, Edem Koffi. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211032662. Full description at Econpapers || Download paper |
2021 | Is gold a useful hedge against inflation across multiple time horizons?. (2021). Xu, Yingying ; Ortiz, Jaime ; Su, Chi-Wei. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01807-0. Full description at Econpapers || Download paper |
2022 | Financial market infrastructures : Essays on liquidity, participant behaviour and information extraction. (2022). Paulick, Jan. In: Other publications TiSEM. RePEc:tiu:tiutis:004942ed-f68d-40cc-a830-b4d3624e2cd6. Full description at Econpapers || Download paper |
2022 | A large Canadian database for macroeconomic analysis. (2022). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Fortingagnon, Olivier. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:4:p:1799-1833. Full description at Econpapers || Download paper |
2022 | Limited commitment, endogenous credibility and the challenges of price?level targeting. (2022). Shukayev, Malik ; Cateau, Gino. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:4:p:1834-1861. Full description at Econpapers || Download paper |
2021 | Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669. Full description at Econpapers || Download paper |
2021 | How far can we forecast? Statistical tests of the predictive content. (2021). Knuppel, Malte ; Breitung, Jorg. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:4:p:369-392. Full description at Econpapers || Download paper |
2021 | Neural 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning. (2021). Ofori, Isaac Kwesi. In: EconStor Preprints. RePEc:zbw:esprep:235482. Full description at Econpapers || Download paper |
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 | 51 |
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 another version. Agregated cites: 51 | 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 | 30 |
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 another 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 another 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 | 20 |
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 another 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 | 1 |
2011 | A Consistent Test for Multivariate Conditional Distributions.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 another 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 | 19 |
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 | 3 |
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 | 13 |
2007 | FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES.(2007) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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 another version. Agregated cites: 13 | 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 | 16 |
2015 | Nowcasting GDP with electronic payments data In: Statistics Paper Series. [Full Text][Citation analysis] | paper | 8 |
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 | 50 |
2018 | Nowcasting with payments system data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
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 another version. Agregated cites: 59 | paper | |
2009 | Credit, Asset Prices, and Financial Stress In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 40 |
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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team