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Details about Rodrigo Sekkel

Homepage:https://www.bankofcanada.ca/profile/rodrigo-sekkel/
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Rodrigo Sekkel.

Last updated 2020-05-07. Update your information in the RePEc Author Service.

Short-id: pse687


Jump to Journal Articles

Working Papers

2020

  1. Le taux neutre au Canada: mise à jour de 2020
    Staff Analytical Notes, Bank of Canada Downloads
  2. The neutral rate in Canada: 2020 update
    Staff Analytical Notes, Bank of Canada Downloads

2018

  1. Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (13)
    Also in Staff Working Papers, Bank of Canada (2017) Downloads View citations (5)

    See also Journal Article in Journal of Monetary Economics (2018)
  2. Does US or Canadian Macro News Drive Canadian Bond Yields?
    Staff Analytical Notes, Bank of Canada Downloads
  3. Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts
    Staff Working Papers, Bank of Canada Downloads View citations (4)
  4. Nowcasting Canadian Economic Activity in an Uncertain Environment
    Discussion Papers, Bank of Canada Downloads View citations (2)

2017

  1. A Dynamic Factor Model for Nowcasting Canadian GDP Growth
    Staff Working Papers, Bank of Canada Downloads View citations (15)
    See also Journal Article in Empirical Economics (2017)
  2. Macroeconomic Uncertainty Through the Lens of Professional Forecasters
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (9)
    Also in Staff Working Papers, Bank of Canada (2016) Downloads View citations (3)

    See also Journal Article in Journal of Business & Economic Statistics (2019)

2016

  1. The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
    Staff Working Papers, Bank of Canada Downloads View citations (2)
    See also Journal Article in Canadian Public Policy (2018)
  2. The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
    Staff Working Papers, Bank of Canada Downloads View citations (10)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2014

  1. Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
    Staff Working Papers, Bank of Canada Downloads
    See also Journal Article in International Journal of Forecasting (2015)
  2. International Spillovers of Policy Uncertainty
    Staff Working Papers, Bank of Canada Downloads View citations (78)
    See also Journal Article in Economics Letters (2014)

2013

  1. Forecasting with Many Models: Model Confidence Sets and Forecast Combination
    Staff Working Papers, Bank of Canada Downloads View citations (6)

2005

  1. THE ECONOMIC DETERMINANTS OF THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (1)

Journal Articles

2020

  1. Introducing the Bank of Canada staff economic projections database
    Journal of Applied Econometrics, 2020, 35, (1), 114-129 Downloads

2019

  1. Macroeconomic Uncertainty Through the Lens of Professional Forecasters
    Journal of Business & Economic Statistics, 2019, 37, (3), 436-446 Downloads View citations (6)
    See also Working Paper (2017)

2018

  1. Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada
    Journal of Monetary Economics, 2018, 99, (C), 72-87 Downloads View citations (7)
    See also Working Paper (2018)
  2. The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies
    Canadian Public Policy, 2018, 44, (2), 81-99 Downloads View citations (1)
    See also Working Paper (2016)
  3. The Real‐Time Properties of the Bank of Canada's Staff Output Gap Estimates
    Journal of Money, Credit and Banking, 2018, 50, (6), 1167-1188 Downloads View citations (6)
    See also Working Paper (2016)

2017

  1. A dynamic factor model for nowcasting Canadian GDP growth
    Empirical Economics, 2017, 53, (1), 217-234 Downloads View citations (10)
    See also Working Paper (2017)
  2. Model Confidence Sets and forecast combination
    International Journal of Forecasting, 2017, 33, (1), 48-60 Downloads View citations (8)

2015

  1. Balance sheets of financial intermediaries: Do they forecast economic activity?
    International Journal of Forecasting, 2015, 31, (2), 263-275 Downloads
    See also Working Paper (2014)

2014

  1. International spillovers of policy uncertainty
    Economics Letters, 2014, 124, (3), 508-512 Downloads View citations (78)
    See also Working Paper (2014)

2011

  1. International evidence on bond risk premia
    Journal of Banking & Finance, 2011, 35, (1), 174-181 Downloads View citations (13)

2010

  1. The economic determinants of the Brazilian nominal term structure of interest rates
    Applied Economics, 2010, 42, (1), 1-10 Downloads View citations (2)
 
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