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Greg Tkacz

16 works· latest 2021· 3 institutionscluster: provisional

h-index16

i1016

Citations836

Works here16

Most cited in this library

Neural network forecasting of Canadian GDP growth2001 · 219 citations
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator2001 · 89 citations
Testing for asymmetry in the link between the yield spread and output in the G-7 countries2000 · 81 citations
Nowcasting with payments system data2017 · 54 citations
Forecasting GDP Growth Using Artificial Neural Networks2021 · 50 citations

Works

16 shown

The Term Structure and Real Activity in Canada

SSRN Electronic Journal·2021·1 author·preprint·Open access

17citations

Evaluating Factor Models: An Application to Forecasting Inflation in Canada

RePEc: Research Papers in Economics·2021·2 authors·preprint·Open access

50citations

Forecasting GDP Growth Using Artificial Neural Networks

·2021·1 author·Open access

50citations

Predicting Canadian Recessions Using Financial Variables: A Probit Approach

RePEc: Research Papers in Economics·2021·2 authors·preprint·Open access

29citations

Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework

RePEc: Research Papers in Economics·2021·2 authors·Open access

32citations

Electronic Transactions as High-Frequency Indicators of Economic Activity

·2021·2 authors·Open access

22citations

Gold Prices and Inflation

Econstor (Econstor)·2021·1 author·report·Open access

27citations

Nowcasting with payments system data

International Journal of Forecasting·2017·2 authors

54citations

Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data

Canadian Public Policy·2013·2 authors

26citations

Credit, Asset Prices, and Financial Stress

·2012·2 authors

50citations

Linear and threshold forecasts of output and inflation using stock and housing prices

Journal of Forecasting·2008·2 authors

23citations

Endogenous thresholds and tests for asymmetry in US prime rate movements

Economics Letters·2001·1 author

31citations

Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator

Studies in Nonlinear Dynamics and Econometrics·2001·1 author

36citations

Neural network forecasting of Canadian GDP growth

International Journal of Forecasting·2001·1 author

219citations

Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator

Studies in Nonlinear Dynamics and Econometrics·2001·1 author

89citations

Testing for asymmetry in the link between the yield spread and output in the G-7 countries

Journal of International Money and Finance·2000·2 authors

81citations