Details about Luis Uzeda

Access statistics for papers by Luis Uzeda.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: puz13

Working Papers

2025

1. Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference
   Staff Working Papers, Bank of Canada

2024

2. Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
   Papers, arXiv.org View citations (2)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2024) View citations (2)

2023

3. The 2021–22 Surge in Inflation
   Discussion Papers, Bank of Canada
4. Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (3)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) View citations (4)
   Staff Working Papers, Bank of Canada (2020) View citations (7)
   See also Journal Article Understanding trend inflation through the lens of the goods and services sectors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (3) (2023)

2022

5. Sectoral Uncertainty
   Staff Working Papers, Bank of Canada
   Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2022)
   CESifo Working Paper Series, CESifo (2022)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)
   See also Chapter Sectoral uncertainty, IFC Bulletins chapters, Bank for International Settlements (2024) (2024)

2021

6. Endogenous time variation in vector autoregressions
   Working Papers, Banco de España View citations (2)
   Also in Staff Working Papers, Bank of Canada (2020)
   See also Journal Article Endogenous Time Variation in Vector Autoregressions, The Review of Economics and Statistics, MIT Press (2023) View citations (3) (2023)

2018

7. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
   Staff Working Papers, Bank of Canada
   Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2016)
   See also Chapter State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

Journal Articles

2023

1. Endogenous Time Variation in Vector Autoregressions
   The Review of Economics and Statistics, 2023, 105, (1), 125-142 View citations (3)
   See also Working Paper Endogenous time variation in vector autoregressions, Working Papers (2021) View citations (2) (2021)
2. Understanding trend inflation through the lens of the goods and services sectors
   Journal of Applied Econometrics, 2023, 38, (5), 751-766 View citations (3)
   See also Working Paper Understanding Trend Inflation Through the Lens of the Goods and Services Sectors, Discussion Paper Series (2023) View citations (3) (2023)

2013

3. Detection of anticipated structural changes in a rational expectations environment
   Applied Economics Letters, 2013, 20, (14), 1322-1327 View citations (1)

Chapters

2024

1. Sectoral uncertainty
   A chapter in Granular data: new horizons and challenges, 2024, vol. 61
   See also Working Paper Sectoral Uncertainty, Bank of Canada (2022) (2022)

2022

2. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44A, pp 25-53
   See also Working Paper State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models, Bank of Canada (2018) (2018)