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Greg Tkacz

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Personal Details

First Name: Greg
Middle Name:
Last Name: Tkacz
Suffix:

RePEc Short-ID: ptk1

Email:
Homepage: http://www.tkacz.ca
Postal Address:
Phone:

Affiliation

Economics Department
Saint Francis Xavier University
Location: Antigonish, Canada
Homepage: http://www.stfx.ca/economics/
Email:
Phone: (902) 867-3946
Fax: (902) 867-2448
Postal: P. O. Box 5000, Antigonish, Nova Scotia, B2G 2W5
Handle: RePEc:edi:edsfxca (more details at EDIRC)

Works

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Working papers

  1. John Galbraith & Greg Tkacz, 2013. "Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases," CIRANO Working Papers 2013s-25, CIRANO.
  2. John Galbraith & Greg Tkacz, 2011. "Analyzing Economic Effects of Extreme Events using Debit and Payments System Data," CIRANO Working Papers 2011s-70, CIRANO.
  3. John Galbraith & Greg Tkacz, 2009. "A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data," CIRANO Working Papers 2009s-23, CIRANO.
  4. Fuchun Li & Greg Tkacz, 2009. "A Consistent Test for Multivariate Conditional Distributions," Working Papers 09-34, Bank of Canada.
  5. Miroslav Misina & Greg Tkacz, 2008. "Credit, Asset Prices, and Financial Stress in Canada," Working Papers 08-10, Bank of Canada.
  6. John W. Galbraith & Greg Tkacz, 2007. "Electronic Transactions as High-Frequency Indicators of Economic Activity," Working Papers 07-58, Bank of Canada.
  7. John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Working Papers 07-1, Bank of Canada.
  8. Greg Tkacz, 2007. "Gold Prices and Inflation," Working Papers 07-35, Bank of Canada.
  9. John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2007-01, McGill University, Department of Economics.
  10. John G. Galbraith & Greg Tkacz, 2006. "How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2006-13, McGill University, Department of Economics.
  11. Greg Tkacz & Carolyn Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Working Papers 06-25, Bank of Canada.
  12. Pierre St-Amant & Greg Tkacz & Annie Guérard-Langlois & Louis Morel, 2005. "Quantity, Quality, and Relevance: Central Bank Research, 1990-2003," Working Papers 05-37, Bank of Canada.
  13. Jean-Paul Lam, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Working Papers 04-9, Bank of Canada.
  14. Greg Tkacz, 2002. "Inflation Changes, Yield Spreads, and Threshold Effects," Working Papers 02-40, Bank of Canada.
  15. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Working Papers 01-18, Bank of Canada.
  16. Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Working Papers 01-21, Bank of Canada.
  17. Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Working Papers 01-12, Bank of Canada.
  18. Tkacz, Greg, 2000. "Non-Parametric and Neural Network Models of Inflation Changes," Working Papers 00-7, Bank of Canada.
  19. Tkacz, Greg, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Working Papers 00-5, Bank of Canada.
  20. Tkacz, Greg, 2000. "Fractional Cointegration and the Demand for M1," Working Papers 00-12, Bank of Canada.
  21. Tkacz, Greg & Hu, Sarah, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Working Papers 99-3, Bank of Canada.
  22. John W. Galbraith & Greg Tkacz, 1999. "Testing For Asymmetry In The Link Between The Yield Spread And Output In The G-7 Countries," Departmental Working Papers 1999-02, McGill University, Department of Economics.
  23. Atta-Mensah, Joseph & Tkacz, Greg, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Working Papers 98-5, Bank of Canada.
  24. Barry Cozier & Greg Tkacz, . "The Term Structure and Real Activity in Canada," Working Papers 94-3, Bank of Canada.

Articles

  1. Orla A. Murphy & Ping Wang & Sunny X. Wang & Greg Tkacz, 2013. "An economic efficiency study on different regions of Ghana via Slack-based data envelopment analysis and regression analysis," Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4773-4780, December.
  2. John W. Galbraith & Greg Tkacz, 2013. "Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data," Canadian Public Policy, University of Toronto Press, vol. 39(1), pages 119-134, March.
  3. Greg Tkacz, 2013. "Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 387, September.
  4. Fuchun Li & Greg Tkacz, 2011. "A Consistent Test for Multivariate Conditional Distributions," Econometric Reviews, Taylor & Francis Journals, vol. 30(3), pages 251-273.
  5. Greg Tkacz, 2010. "An Uncertain Past: Data Revisions and Monetary Policy in Canada," Bank of Canada Review, Bank of Canada, vol. 2010(Spring), pages 41-51.
  6. Marc-Andre Gosselin & Greg Tkacz, 2010. "Using dynamic factor models to forecast Canadian inflation: the role of US variables," Applied Economics Letters, Taylor & Francis Journals, vol. 17(1), pages 15-18.
  7. Miroslav Misina & Greg Tkacz, 2009. "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 95-122, December.
  8. Greg Tkacz & Carolyn Wilkins, 2008. "Linear and threshold forecasts of output and inflation using stock and housing prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 131-151.
  9. John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 935-953, August.
  10. Li, Fuchun & Tkacz, Greg, 2006. "A consistent bootstrap test for conditional density functions with time-series data," Journal of Econometrics, Elsevier, vol. 133(2), pages 863-886, August.
  11. Tkacz, Greg, 2004. "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 187-199.
  12. Jean-Paul Lam & Greg Tkacz, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 89-126, March.
  13. Li Fuchun & Tkacz Greg, 2004. "Combining Forecasts with Nonparametric Kernel Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-18, December.
  14. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
  15. Tkacz Greg, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-15, April.
  16. Tkacz, Greg, 2001. "Endogenous thresholds and tests for asymmetry in US prime rate movements," Economics Letters, Elsevier, vol. 73(2), pages 207-211, November.
  17. Galbraith, John W. & Tkacz, Greg, 2000. "Testing for asymmetry in the link between the yield spread and output in the G-7 countries," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 657-672, October.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2001-12-26 2003-04-21 2005-12-14 2007-06-30
  2. NEP-CMP: Computational Economics (2) 2001-12-26 2001-12-26
  3. NEP-DGE: Dynamic General Equilibrium (1) 2004-08-23
  4. NEP-ECM: Econometrics (7) 2000-07-03 2001-12-26 2001-12-26 2001-12-26 2006-09-23 2007-02-10 2010-01-10. Author is listed
  5. NEP-ETS: Econometric Time Series (9) 2000-07-03 2000-07-03 2000-09-01 2001-12-26 2001-12-26 2006-08-05 2006-09-23 2007-02-10 2007-04-21. Author is listed
  6. NEP-FIN: Finance (1) 2004-08-23
  7. NEP-FMK: Financial Markets (3) 1998-07-27 2000-07-03 2008-04-29
  8. NEP-FOR: Forecasting (5) 2006-08-05 2006-09-23 2007-02-10 2007-04-21 2008-08-06. Author is listed
  9. NEP-MAC: Macroeconomics (12) 2001-12-04 2003-04-21 2004-08-23 2005-12-14 2006-08-05 2007-02-10 2007-04-21 2007-06-30 2008-01-05 2008-04-29 2011-11-21 2014-04-18. Author is listed
  10. NEP-MON: Monetary Economics (4) 2000-07-03 2000-09-01 2005-12-14 2007-06-30
  11. NEP-MST: Market Microstructure (2) 2008-01-05 2009-06-03
  12. NEP-URE: Urban & Real Estate Economics (1) 2006-08-05

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