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Bank of Canada

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Publications & Research

Research

Economics Staff

Greg Tkacz

Assistant Chief
Mail:
Bank of Canada
234 Wellington Street
Ottawa, Ontario K1A 0G9
Canada
Email:
gtkacz@bankofcanada.ca
Phone:
613 782-8591
Fax:
613 782-7163
Other:
Curriculum vitae (.PDF format)
Education:
  • Ph.D., McGill University (1999)
  • M.A., McGill University (1995)
  • B.A. (Honours), Concordia University (1994)
Research Interests:
  • monetary theory and policy
  • forecasting
  • empirical finance
  • non-linear econometrics
Publications:
Refereed journals:
"Credit, Asset Prices and Financial Stress,"
(with Miroslav Misina), International Journal of Central Banking, 2009, forthcoming.
"Using Dynamic Factor Models to Forecast Canadian Inflation: The Role of U.S. Variables,"
(with Marc-André Gosselin), Applied Economics Letters, 2009, forthcoming.
"Linear and Threshold Forecasts of Output and Inflation Using Stock and Housing Prices,"
(with Carolyn Wilkins), Journal of Forecasting, 2008, 27(2), p. 131-151.
"Forecast Content and Content Horizons for Some Important Macroeconomic Time Series,"
(with John W. Galbraith), Canadian Journal of Economics, 2007, 40(3), p. 935-953.
"A Consistent Bootstrap Test for Conditional Density Functions with Time-Series Data,"
(with Fuchun Li), Journal of Econometrics, 2006, 133(2), p. 863-886.
"Combining Forecasts with Nonparametric Kernel Regressions,"
(with Fuchun Li), Studies in Nonlinear Dynamics and Econometrics, 8(4), Article 2.
"Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework,"
(with Jean-Paul Lam), Swiss Journal of Economics and Statistics, 2004, 140(1), p. 89-126.
"Inflation Changes, Yield Spreads and Threshold Effects,"
International Review of Economics and Finance, 2004, (13)2, p.187-199.
"Endogenous Thresholds and Tests for Asymmetry in U.S. Prime Rate Movements,"
Economics Letters, 2001, 73 (2): 207-11.
"Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator,"
Studies in Nonlinear Dynamics and Econometrics, 2001, 5 (1): 19-32.
"Predicting Recessions and Booms Using Financial Variables,"
(with Joseph Atta-Mensah), Canadian Business Economics, 2001, 8 (3): 30-36.
"Neural Network Forecasting of Canadian GDP Growth,"
International Journal of Forecasting, 2001, 17 (1): 57-69.
"Testing for Asymmetry in the Link Between the Yield Spread and Output in the G-7 Countries,"
(with John W. Galbraith), Journal of International Money and Finance, 2000, 19 (5): 657-672.
Bank of Canada publications:
"Credit, Asset Prices, and Financial Stress in Canada"
(with Miroslav Misina). Bank of Canada Working Paper No. 2008-10.
"Electronic Transactions as High-Frequency Indicators of Economic Activity"
(with John W. Galbraith). Bank of Canada Working Paper No. 2007-58.
"Gold Prices and Inflation"
Bank of Canada Working Paper No. 2007-35.
"How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables"
(with John W. Galbraith). Working Paper No. 2007-1.
"Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices."
(with Carolyn Wilkins). Working Paper No. 2006-25.
"Quantity, Quality, and Relevance: Central Bank Research, 1990–2003."
(with Pierre St-Amant, Annie Guérard-Langlois, and Louis Morel). Working Paper No. 2005-37.
"Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework,"
(with Jean-Paul Lam) Bank of Canada Working Paper No. 2004-9.
"Inflation Changes, Yield Spreads and Threshold Effects,"
Bank of Canada Working Paper No. 2002-40.
"A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data,"
(with Fuchun Li) Bank of Canada Working Paper No. 2001-21
"Evaluating Factor Models: An Application to Forecasting Inflation in Canada,"
(with Marc-André Gosselin), Bank of Canada Working Paper No. 2001-18.
"Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods,"
(with Fuchun Li), Bank of Canada Working Paper No. 2001-12.
"Fractional Cointegration and the Demand for M1,"
Bank of Canada Working Paper No. 2000-13.
"Non-Parametric and Neural Network Models of Inflation Changes,"
Bank of Canada Working Paper No. 2000-7.
"Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator,"
Bank of Canada Working Paper No. 2000-5.
"Forecasting Canadian GDP Growth Using Artificial Neural Networks,"
(with Sarah Hu), Bank of Canada Working Paper No. 99-3.
"Predicting Recessions Using Financial Variables: A Probit Approach,"
(with Joseph Atta-Mensah), Bank of Canada Working Paper No. 98-5.
"The Term Structure and Real Activity in Canada,"
(with Barry Cozier), Bank of Canada Working Paper No. 94-3.
List of members of our economics research staff and executive in alphabetical order.