Details about Rodrigo Sekkel

Access statistics for papers by Rodrigo Sekkel.

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

Short-id: pse687

Working Papers

2022

1. Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature
   Discussion Papers, Bank of Canada

2020

2. Le taux neutre au Canada: mise à jour de 2020
   Staff Analytical Notes, Bank of Canada
3. The neutral rate in Canada: 2020 update
   Staff Analytical Notes, Bank of Canada View citations (2)

2018

4. Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
   2018 Meeting Papers, Society for Economic Dynamics View citations (26)
   Also in Staff Working Papers, Bank of Canada (2017) View citations (10)
   See also Journal Article in Journal of Monetary Economics (2018)
5. Does US or Canadian Macro News Drive Canadian Bond Yields?
   Staff Analytical Notes, Bank of Canada
6. Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts
   Staff Working Papers, Bank of Canada View citations (10)
7. Nowcasting Canadian Economic Activity in an Uncertain Environment
   Discussion Papers, Bank of Canada View citations (3)

2017

8. A Dynamic Factor Model for Nowcasting Canadian GDP Growth
   Staff Working Papers, Bank of Canada View citations (35)
   See also Journal Article in Empirical Economics (2017)
9. Macroeconomic Uncertainty Through the Lens of Professional Forecasters
   Working Papers, Federal Reserve Bank of Dallas View citations (12)
   Also in Staff Working Papers, Bank of Canada (2016) View citations (4)
   See also Journal Article in Journal of Business & Economic Statistics (2019)

2016

10. The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
    Staff Working Papers, Bank of Canada View citations (6)
    See also Journal Article in Canadian Public Policy (2018)
11. The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
    Staff Working Papers, Bank of Canada View citations (13)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2014

12. Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
    Staff Working Papers, Bank of Canada
    See also Journal Article in International Journal of Forecasting (2015)
13. International Spillovers of Policy Uncertainty
    Staff Working Papers, Bank of Canada View citations (120)
    See also Journal Article in Economics Letters (2014)

2013

14. Forecasting with Many Models: Model Confidence Sets and Forecast Combination
    Staff Working Papers, Bank of Canada View citations (11)

2005

15. 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] 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 View citations (1)

2019

2. Macroeconomic Uncertainty Through the Lens of Professional Forecasters
   Journal of Business & Economic Statistics, 2019, 37, (3), 436-446 View citations (25)
   See also Working Paper (2017)

2018

3. Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada
   Journal of Monetary Economics, 2018, 99, (C), 72-87 View citations (20)
   See also Working Paper (2018)
4. The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies
   Canadian Public Policy, 2018, 44, (2), 81-99 View citations (4)
   See also Working Paper (2016)
5. 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 View citations (11)
   See also Working Paper (2016)

2017

6. A dynamic factor model for nowcasting Canadian GDP growth
   Empirical Economics, 2017, 53, (1), 217-234 View citations (30)
   See also Working Paper (2017)
7. Model Confidence Sets and forecast combination
   International Journal of Forecasting, 2017, 33, (1), 48-60 View citations (17)

2015

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

2014

9. International spillovers of policy uncertainty
   Economics Letters, 2014, 124, (3), 508-512 View citations (122)
   See also Working Paper (2014)

2011

10. International evidence on bond risk premia
    Journal of Banking & Finance, 2011, 35, (1), 174-181 View citations (14)

2010

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