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Inflation changes, yield spreads, and threshold effects

Tkacz, Greg - In: International review of economics & finance : IREF 13 (2004) 2, pp. 187-199

Persistent link: https://www.econbiz.de/10002030582

Using dynamic factor models to forecast Canadian inflation : the role of US variables

Gosselin, Marc-André; Tkacz, Greg - In: Applied economics letters 17 (2010) 1/3, pp. 15-18

Persistent link: https://www.econbiz.de/10003945995

Evaluating factor models : an application to forecasting inflation in Canada

Gosselin, Marc-André; Tkacz, Greg - 2001

Persistent link: https://www.econbiz.de/10001624056

Non-parametric and neural network models of inflation changes

Tkacz, Greg - 2000

Persistent link: https://www.econbiz.de/10001465896

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

Tkacz, Greg; Wilkins, Carolyn - In: Journal of forecasting 27 (2008) 2, pp. 131-151

Persistent link: https://www.econbiz.de/10003738578

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

Tkacz, Greg; Wilkins, Carolyn - 2006

Persistent link: https://www.econbiz.de/10003353757

Forecasting Inflation from the Term Structure: A Comparison of Alternative Specifications

Li, Fuchun; Pelgrin, Florian; Tkacz, Greg - Institut für Schweizerisches Bankwesen <Zürich> - 2007

Several authors have shown that there exists a signiﬁcant relationship between the term structure of interest rates and future changes in the rate of inﬂation. More recently, this relationship has been strengthened through the introduction of nonlinearities and regime shifts. This paper...

Persistent link: https://www.econbiz.de/10005857756