Access Statistics for Greg Tkacz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data 0 2 17 188 4 12 66 756
Credit, Asset Prices, and Financial Stress in Canada 2 6 39 39 6 18 44 44
Electronic Transactions as High-Frequency Indicators of Economic Activity 1 5 24 24 7 28 77 77
Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework 3 6 15 131 10 26 91 504
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator 2 9 27 221 12 30 76 813
Evaluating Factor Models: An Application to Forecasting Inflation in Canada 3 11 44 305 5 31 115 1,248
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 3 3 14 325 14 23 92 1,035
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 3 7 29 61 8 19 58 127
Forecasting GDP Growth Using Artificial Neural Networks 8 23 106 558 19 56 234 2,420
Fractional Cointegration and the Demand for M1 0 1 5 151 0 1 16 546
Gold Prices and Inflation 5 25 115 152 56 134 418 466
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 9 83 2 9 32 150
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 5 18 53 161 17 51 176 357
Inflation Changes, Yield Spreads, and Threshold Effects 1 3 20 149 6 16 80 650
Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices 2 5 25 68 8 21 93 216
Non-Parametric and Neural Network Models of Inflation Changes 0 1 10 213 1 3 23 709
Predicting Canadian Recessions Using Financial Variables: A Probit Approach 2 6 33 181 10 24 121 1,254
Quantity, Quality, and Relevance: Central Bank Research, 1990-2003 3 12 32 112 8 34 91 277
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 4 12 31 78
The Term Structure and Real Activity in Canada 1 1 8 226 6 11 69 1,522
The Term Structure and Real Activity in Canada 0 3 7 228 2 7 45 1,206
Total Working Papers 44 147 632 3,576 205 566 2,048 14,455


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent bootstrap test for conditional density functions with time-series data 0 0 1 6 2 2 6 27
Combining Forecasts with Nonparametric Kernel Regressions 0 1 11 45 2 5 25 124
Endogenous thresholds and tests for asymmetry in US prime rate movements 0 0 5 11 4 4 15 59
Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework 2 2 6 27 5 17 57 180
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator 0 3 13 83 7 10 36 327
Forecast content and content horizons for some important macroeconomic time series 0 1 14 16 2 11 60 71
Inflation changes, yield spreads, and threshold effects 0 0 0 22 3 6 23 132
Linear and threshold forecasts of output and inflation using stock and housing prices 1 3 8 8 2 6 20 20
Neural network forecasting of Canadian GDP growth 3 5 16 114 6 11 35 783
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 1 7 10 43 2 10 17 112
Total Journal Articles 7 22 84 375 35 82 294 1,835


Statistics updated 2008-10-02