Greg Tkacz - Central Bank Research Hub

Papers by year: All | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

A Consistent Test for Multivariate Conditional Distributions

Bank of Canada Working papers [View] (Paper: 2009-34, 18.12.2009)

JEL: C12, C22

Credit, Asset Prices, and Financial Stress

IJCB International Journal of Central Banking [View] (Paper: 09q4a5, 01.12.2009)

Credit, Asset Prices, and Financial Stress in Canada

Bank of Canada Working papers [View] (Paper: 2008-10, 22.04.2008)

JEL: E5, G10

Electronic Transactions as High-Frequency Indicators of Economic Activity

Bank of Canada Working papers [View] (Paper: 2007-58, 29.12.2007)

JEL: E17, E27, E66

Gold Prices and Inflation

Bank of Canada Working papers [View] (Paper: 2007-35, 20.06.2007)

JEL: E31, E44

How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables

Bank of Canada Working papers [View] (Paper: 2007-01, 01.02.2007)

JEL: C53

Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices

Bank of Canada Working papers [View] (Paper: 2006-25, 31.07.2006)

JEL: C53, E4

Quantity, Quality, and Relevance: Central Bank Research, 1990–2003

Bank of Canada Working papers [View] (Paper: 2005-37, 06.12.2005)

JEL: E59

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

Bank of Canada Working papers [View] (Paper: 2004-9, 21.03.2004)

Inflation Changes, Yield Spreads, and Threshold Effects

Bank of Canada Working papers [View] (Paper: 2002-40, 05.02.2003)

Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods

Bank of Canada Working papers [View] (Paper: 2001-12, 05.02.2003)

Evaluating Factor Models: An Application to Forecasting Inflation in Canada

Bank of Canada Working papers [View] (Paper: 2001-18, 05.02.2003)

A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data

Bank of Canada Working papers [View] (Paper: 2001-21, 05.02.2003)

Papers by year: All | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003