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
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Working Papers
2022
- Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature
Discussion Papers, Bank of Canada
2020
- Le taux neutre au Canada: mise à jour de 2020
Staff Analytical Notes, Bank of Canada
- The neutral rate in Canada: 2020 update
Staff Analytical Notes, Bank of Canada View citations (2)
2018
- 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)
- Does US or Canadian Macro News Drive Canadian Bond Yields?
Staff Analytical Notes, Bank of Canada
- 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)
- Nowcasting Canadian Economic Activity in an Uncertain Environment
Discussion Papers, Bank of Canada View citations (3)
2017
- 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)
- 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
- 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)
- 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
- 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)
- International Spillovers of Policy Uncertainty
Staff Working Papers, Bank of Canada View citations (120)
See also Journal Article in Economics Letters (2014)
2013
- Forecasting with Many Models: Model Confidence Sets and Forecast Combination
Staff Working Papers, Bank of Canada View citations (11)
2005
- 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
- Introducing the Bank of Canada staff economic projections database
Journal of Applied Econometrics, 2020, 35, (1), 114-129 View citations (1)
2019
- 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
- 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)
- 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)
- 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
- A dynamic factor model for nowcasting Canadian GDP growth
Empirical Economics, 2017, 53, (1), 217-234 View citations (30)
See also Working Paper (2017)
- Model Confidence Sets and forecast combination
International Journal of Forecasting, 2017, 33, (1), 48-60 View citations (17)
2015
- 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
- International spillovers of policy uncertainty
Economics Letters, 2014, 124, (3), 508-512 View citations (122)
See also Working Paper (2014)
2011
- International evidence on bond risk premia
Journal of Banking & Finance, 2011, 35, (1), 174-181 View citations (14)
2010
- The economic determinants of the Brazilian nominal term structure of interest rates
Applied Economics, 2010, 42, (1), 1-10 View citations (2)
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