Neural network forecasting of Canadian GDP growth G Tkacz International Journal of Forecasting 17 (1), 57-69, 2001 | 332 | 2001 |
International cross-listing and the bonding hypothesis MR King, D Segal Bank of Canada working paper, 2004 | 296* | 2004 |
Estimating the fractional order of integration of interest rates using a wavelet OLS estimator G Tkacz Studies in Nonlinear Dynamics & Econometrics 5 (1), 2001 | 135 | 2001 |
Forecasting GDP growth using artificial neural networks G Tkacz, S Hu Bank of Canada, 1999 | 122 | 1999 |
Testing for asymmetry in the link between the yield spread and output in the G-7 countries JW Galbraith, G Tkacz Journal of International Money and Finance 19 (5), 657-672, 2000 | 119 | 2000 |
Liquidity of the government of Canada securities market: stylized facts and some market microstructure comparisons to the United States treasury market T Gravelle Bank of Canada, 1999 | 97* | 1999 |
The term structure and real activity in Canada B Cozier, G Tkacz Bank of Canada, 1994 | 90 | 1994 |
Credit, asset prices, and financial stress M Misina, G Tkacz Nineteenth issue (December 2009) of the International Journal of Central Banking, 2018 | 77 | 2018 |
Evaluating factor models: An application to forecasting inflation in Canada MA Gosselin, G Tkacz Bank of Canada, 2001 | 70 | 2001 |
Nowcasting with payments system data JW Galbraith, G Tkacz International Journal of Forecasting 34 (2), 366-376, 2018 | 65 | 2018 |
Gold prices and inflation G Tkacz Bank of Canada Working Paper, 2007 | 63 | 2007 |
Predicting Canadian recessions using financial variables: A probit approach J Atta-Mensah, G Tkacz Bank of Canada, 1998 | 54 | 1998 |
A consistent bootstrap test for conditional density functions with time-series data F Li, G Tkacz Journal of Econometrics 133 (2), 863-886, 2006 | 51 | 2006 |
Endogenous thresholds and tests for asymmetry in US prime rate movements G Tkacz Economics Letters 73 (2), 207-211, 2001 | 45 | 2001 |
Inflation changes, yield spreads, and threshold effects G Tkacz International Review of Economics & Finance 13 (2), 187-199, 2004 | 41* | 2004 |
Nowcasting GDP with electronic payments data JW Galbraith, G Tkacz ECB Statistics Paper, 2015 | 40 | 2015 |
Credit, asset prices, and financial stress in canada M Misina, G Tkacz Bank of Canada working paper, 2008 | 37 | 2008 |
Forecast content and content horizons for some important macroeconomic time series JW Galbraith, G Tkacz Canadian Journal of Economics/Revue canadienne d'économique 40 (3), 935-953, 2007 | 31 | 2007 |
Analyzing economic effects of September 11 and other extreme events using debit and payments system data JW Galbraith, G Tkacz Canadian Public Policy 39 (1), 119-134, 2013 | 26 | 2013 |
Electronic transactions as high-frequency indicators of economic activity J Galbraith, G Tkacz Bank of Canada, 2007 | 25 | 2007 |